| prelimary definitions | |
| time gap | 
|
| time when jump happens | 
|
| number of jumps until t | 
|
| normal distribution | 
|
| jump process | 
|
| expectation of jump hight | 
|
| jump-diffusion process | |
model of share price ( )
| 
|
| solution | 
|
| expectation value | 
|
| basic share data | ||||
|---|---|---|---|---|
| drift | 
| volatility | 
| |
| initial value | 
| time (years) | T | |
| parameters of the jump process | ||||
| time gap average | 
| |||
| drift | 
| volatility | 
| |
| ... | ||||
