其次,介绍测度变换的相关知识。
Then, we briefly introduce some fundamental knowledge of measure transformation.
利用测度变换和鞅方法,得到了其解析形式的定价公式。
Using the measure transformation and martingale method, the price of the analytic form is obtained.
本文讨论非线性随机离散系统状态估值问题的测度变换,推得系统的状态对于观测的条件分布律。
We obtain an explicit formulae for the conditional distribution laws of the state of the dynamical system with respect to the observed data.
在这个模型下,通过测度变换,可以得到两公司违约时间的联合分布及各自的边际分布,从而可以对违约互换进行定价。
In this model, the joint distribution and marginal distributions of default times are derived by employing the change of measure, so the fair swap premium of a CDS can be valued.
特征空间、几何变换、相似性测度以及优化算法是设计医学图象配准方法时要考虑的四个主要因素。
Many investigator explore in the domain. Medical images registration methods have four main factors: features space, geometry transformation, similarity, and optimizing algorithm.
利用小波变换模极大值和小波熵测度分别对其进行检测,对比表明,小波熵测度能更准确、实时地检测到各种暂态信号。
The contrast between wavelet transform maximal modulus and wavelet entropy shows that the latter is a better approach to detect transient signal accurately and timely.
在寻找最优几何变换参数时,采用峰值信噪比(PSNR)作为参考图像和浮动图像的相似性测度。
When searching the optimal geometric transform parameters, peak signal-noise ratio (PSNR) was selected as the similarity measure between the reference and floating images.
探讨了分形测度小波变换极大值线的拓扑分岔情况,并提出了一种基于小波变换模极大值的多重分形谱估算方法。
Topologic bifurcation situation of maxima lines is also discussed. In the end, an estimation for multifractal spectrum is proposed in terms of wavelet module maxima lines.
探讨了分形测度小波变换极大值线的拓扑分岔情况,并提出了一种基于小波变换模极大值的多重分形谱估算方法。
Topologic bifurcation situation of maxima lines is also discussed. In the end, an estimation for multifractal spectrum is proposed in terms of wavelet module maxima lines.
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