By analyzing asset price vibration rate following limited Markov chain, prediction model of future time vibration rate and related pricing method of stock option are made.
本文通过对服从有限马尔可夫链的标的资产价格波动率进行分析，得出了在未来时刻波动的预测模型，并给出了相应的期权定价方法。
The paper studied pricing strategy research of power plant based on real-time generating cost and system marginal price prediction under the deregulated power system.
本文研究了火电厂在电力市场环境下基于实时发电成本分析与系统边际电价预测相结合的发电企业报价策略研究。
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