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Assume that the stock prices satisfy the fractional jump-diffusion processes, the financial market model in fractional Jump-diffusion environment is built. By means of actuarial method and fractional jump-diffusion process theory, the explicit pricing formulae for European maximum or minimum option are obtained.
Assume that the interest rate satisfies the Hull-White model driven by fractional jump-diffusion process, the bond pricing mathematic model on fractional jump-diffusion process is built by no-arbitrage theory and method, and the explicit expression for bond price is obtained.
At present, with the rapid development of Micro-electromechanical Systems(MEMS), micro devices are favored because of their low-cost and excellent performance. The research on the flow and heat transfer has become more and more active in micro motor and micro bearing often met in MEMS. For the micro-scale flow in MEMS, on the one hand, it is difficult to carry through thermal measure and physical...
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