论文标题
传染病的选择
Options on infectious diseases
论文作者
论文摘要
我们提出了一个简约的随机模型,用于在流行病期间对受感染者分数的选择评估。潜在的随机动力系统是数学流行病学SIR模型的随机差分版本。
We present a parsimonious stochastic model for valuation of options on the fraction of infected individuals during an epidemic. The underlying stochastic dynamical system is a stochastic differential version of the SIR model of mathematical epidemiology.