通过对股票价格变动的二项式模型的分析,以鞅理论为基础,讨论与轨道相关的期权的定价方法。
This paper analyzes the binomial model of stock price movement, and on the basis of martingale theory discusses the pricing of path dependent options.
然后在此分析的基础上对传统的记忆多项式模型进行了相应的改进,加入了当前时刻和记忆时刻的交叉项。
Based on the analysis, the improvement of traditional memory polynomial model is presented, by adding cross term of current and memory signals.
在分析R&D项目技术和市场不确定性分布特征的基础上,提出多步骤四项式期权定价模型,用于R&D项目进展评估。
Besed on the analysis of technology and market uncertainty of R&D project, a multi-step quadranomial option pricing model is presented for valuing an ongoing R&D project.
通过对炸药化学反应速率方程的分析,建立了基于KIM弹粘塑性球壳塌缩热点模型原理的三项式整体化学反应速率方程模型。
A new reaction rate function model is set up based on the KIM pore collapse hot spot reaction model by an analysis on explosive reaction rate function models.
将JWL状态方程和两项式点火增长模型用于小隔板试验中。
The JWL state equation and two-term ignition and growth model are used in small scale gap test.
给出了分散励磁式船舶电力系统柴油机发电机组的数学模型,明确了模型中各种干扰项的物理意义。
The mathematic model of decentralized excitation for diesel generator group of the ship power system is deduced, with the physical meanings of all interferences defined.
综述了新兴的量子金融理论在期权定价上的应用,包括量子力学路径积分方法和虚拟套利动态测量理论,以及二项式期权定价的量子模型。
This paper summarizes the study on options pricing in view of quantum finance, such as the path integrals approach, the gauge theory of arbitrage, and the quantum model of binomial option pricing.
用二项式网格方法求解该模型,即可求得各阶段的最优订购策略。
The optimal strategies can be obtained by solve the model with binomial lattice method.
退变性脊椎前移患病率的相关基线特征采用年龄调整患病率和95%可信区间的日志二项式回归模型进行评估。
Associations of spondylolisthesis prevalence with baseline characteristics were estimated with age-adjusted prevalence ratios and 95% confidence intervals from log binomial regression models.
随着步骤的增加,二项式法对于资产价格变动的近似结果就越接近布莱克·斯科尔斯模型的答案。
As the number of time steps is increased, the Binomial approximation to the underlying price movements becomes closer to the Black Scholes answer.
预报试验和检验表明,动态的二项式曲线预报模型,有较高的拟合能力,在业务应用中有较好的效果。
The results show this forecast model has high fitting ability and performs well in the operational forecast.
然后选用两变量对数转换的二项式网格方法作为数值求解算法,借助MATLAB软件编程建立起计算模型实现了上述的算法。
Then the log-transformed binomial lattice extension for two-dimensional option problems is selected as the numerical computing method and the computing model is set up using MATLAB software programme.
通过单轴拉伸与平面拉伸试验,得到了柔性接头弹性件橡胶材料“三阶五项式冶超弹本构模型参数,通过有限元计算证明了该模型的优越性。
Planar and uniaxial tests were implemented to achieve 3nd order 5th item strain model constant of theelastomer and it is proved this model was superior to others.
如需包装函式类别功能的详细资讯,请参阅控制项基本技术的物件模型。
For more information about the functionality of the wrapper classes, see the object model for the control's base technology.
综述了新兴的量子金融理论在期权定价上的应用,包括量子力学路径积分方法和虚拟套利动态测量理论, 以及二项式期权定价的量子模型。
The paper expounds the application of real option in the financing decision of startup firms in uncertainty on the theoretical basis of riskneutral pricing approach and binomial model.
综述了新兴的量子金融理论在期权定价上的应用,包括量子力学路径积分方法和虚拟套利动态测量理论, 以及二项式期权定价的量子模型。
The paper expounds the application of real option in the financing decision of startup firms in uncertainty on the theoretical basis of riskneutral pricing approach and binomial model.
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