中国科学院数学与系统科学研究院
数学研究所
学术报告
偏微分方程研讨班
Speaker: 段犇 教授（吉林大学）
Title: 基于流体理论的金融衍生品定价模型
Time&Venue: 2024年11月27日（星期三）15:00-16:00 &腾讯会议：900-749-249会议密码：2024
Abstract: In this talk, a new framework for pricing stocks will be introduced. We propose to replace the volatility with trading volume, and the new model can be easily adopted to treat local and stochastic volume for the option pricing issues. Moreover, the traditional geometric Brownian motions (GBM) model is a special case of our new model when trading volume is a constant.
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