在伪蒙特卡罗模拟应用于金融衍生证券定价过程中,标准维纳过程的构造方法对模拟估计的效果具有十分重要的影响。
Methods for constructing standard Winner Process can have a very important influence on estimation result of Monte Carlo simulation in the course of pricing financial derivative securities.
利用随机过程的方法来分析系统误差的变化过程,建立了系统误差的随机过程模型——误差累加模型和维纳过程模型。
Rules of the system error along with time is represented and stochastic process models are established: error accumulating model and Wiener model.
利用随机过程的方法来分析系统误差的变化过程,建立了系统误差的随机过程模型——误差累加模型和维纳过程模型。
Rules of the system error along with time is represented and stochastic process models are established: error accumulating model and Wiener model.
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