最后，针对蒙特卡洛模型的上述缺陷我们提出了的两点改进方案，一、假设合约价格变化服从merton提出的跳跃扩散过程，以便捕捉收益率序列的厚尾特征。
Finally we propose two improvements to the Monte Carlo model, on one hand we assume price changes follows jump-diffusion process in order to capture the fat-tail feather of the yields sequence.
建立一个工期和费用估计的随机网络模型，说明应用蒙特卡洛模拟进行工期和费用风险分析的原理及方法。
A stochastic network model is built by use of the theory and method of Monte Carlo Simulation, with a view to analyzing the risk of the time limit for project and its cost.
为了提高装备战损模拟的效率，以蒙特卡洛方法为基础，构建了关于装备战损的解析模型。
In order to improve the efficiency of equipment battlefield damage simulation, an analytic model of battlefield damage is constructed based on Monte Carlo method.
蒙特卡洛仿真结果表明了IMM具有明显的综合多模型的优点，IMMF -LS的跟踪精度明显高于IMM算法。
The result of Monte Carlo emulation shows that IMM has the obvious virtue of integrating many models, the tracking precision of IMMF-LS is obviously higher than IMM.
将K -终端剩余连通可靠度的概念推广到链路存在失效状态的网络模型上，并提出了计算该可靠度的基于RVR的蒙特卡洛方法。
The concept of K-terminal residual connectedness reliability is extended to the network with link failures and a Monte Carlo method based on RVR is proposed to estimate it.
对空气隙膜蒸馏建立数学计算模型，并首次采用蒙特卡洛法对膜蒸馏数学模型求解。
A mathematics calculation model of air gap membrane distillation is established and calculated with Monte Carlo for the first time.
文中在对弹道追踪导引律原理进行简单介绍的基础上，在六自由度弹道模型上进行了蒙特卡洛仿真打靶试验。
Based on the brief introduction of the theory of trajectory tracking guidance law, Monte Carlo simulation fire tests were done with the 6 degree-of-freedom trajectory simulation model.
采用粒子网格单元与蒙特卡洛碰撞相结合的方法，建立霍尔效应推力器羽流的二维轴对称模型。
A two-dimensional axisymmetric hybrid particle-in-cell and Monte Carlo Collision model is developed to study the Hall effect thruster plume.
蒙特卡洛法能根据后验概率分布产生大量的模型，并能用模型的相关似然性质来分析和呈现这些模型。
Monte Carlo method can generate a large collection of models according to the posterior probability distribution and analyses and display the models with relative likelihood of model properties.
本文采用颗粒轨道模型和蒙特卡洛方法对燃烧室流场进行模拟。
The particle trajectory model and the Monte-Carlo method are employed in this study for modeling the chamber fluid field.
文章对连续型实物期权模型进行了离散化处理，并利用蒙特卡洛模拟对中国软件进行了估值。
This paper has discretized the continuous time real option model and assessed the value of China soft by using Monte Carlo simulation.
该模型中考虑了路面的多种失效模式，并用蒙特卡洛法计算路面的系统可靠度。
The objective function is the cost of pavement structures. Multiple failure modes are considered in this model, system reliability is calculated using Monte Carlo method.
该模型的核心部分是根据观测到的资料，通过蒙特卡洛马尔科夫链随机抽样的方法来估计变点位置的后验概率分布。
Given the observed hydrological data, the model can estimate the posterior probability distribution of each location of change-point by using the Monte Carlo Markov Chain (MCMC) sampling method.
通过建立蒙特卡洛-扩散复合模型，并根据计算结果求解扩散系数，并使其成为位置与时间的函数。
The drug diffusion coefficient was considered as the function of distance and time, and calculated using Monte Carlo-diffusion combined model in this paper.
本文提出了一个基于蒙特卡洛-马尔科夫链方法的随机模型生成方法，以产生准则函数值最小的备选模型。
In this paper I suppose an MCMC random model generating procedure that can generate a model with the lowest criterion value.
采用遗传算法和蒙特卡洛随机模拟相结合对上述随机优化模型进行求解。
The Genetic Algorithms combined with Monte Carlo Algorithms (MC) is introduced for solving the problems.
利用微分进化算法鲁棒性强、搜索效率高的特点，与蒙特卡洛方法对模型进行求解。
On account of the advantages of the differential evolution such as searching efficiency and robustness, this paper applies the algorithm and Monte Carlo simulation to a cascade hydro plants system.
利用微分进化算法鲁棒性强、搜索效率高的特点，与蒙特卡洛方法对模型进行求解。
On account of the advantages of the differential evolution such as searching efficiency and robustness, this paper applies the algorithm and Monte Carlo simulation to a cascade hydro plants system.
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