但是这一模型假设极端价格波动的概率是可忽略的,而在现实当中,股票价格的剧烈波动远比假设的情形要频繁。
But it assumes that the probability of extreme price changes is negligible, when in reality, stock prices are much jerkier than this.
本文设置了五种利率波动情景和四种资产结构,通过实证来分析这二十种情况的期望盈余和损失概率。
Set five scenes of fluctuation of interest rate and four strategies of adjustment of assets' structure, and demonstrate their expecting surplus and losing probability.
确定性潮流计算在反映配电网运行时的波动情况时存在着缺陷,引入了概率潮流计算理论进行配电网潮流分析。
Because there is limitation in calculating load flow by using determinate method, this paper introduce probabilistic load flow (PLF) to analyze distribution system.
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