The other kind of average is called the geometric average.
这种均值叫做几何平均。
This is called the geometric average and it's used only for positive numbers.
这种平均叫几何平均,只能用于正的数值
This paper studies the pricing on Asian geometric average options with fixed strike price at any valid time.
研究了具有固定敲定价格的几何型亚式期权在任意有效时刻的定价问题。
Secondly we prove in detail the pricing model of Asian geometric average options with floating strike price.
详细推导了以几何平均值作为敲定价格的几何型亚式期权的定价公式。
There are two means to measure the average prices of the assets in an Asian option theoretically: with the arithmetic average and with the geometric average.
亚式期权有两种理论上的表示方式,即采用算术平均法计算资产价格的平均值和采用几何平均法计算资产价格的平均值。
Based on the concept of compatibility, the compatibility and relations between compatibility and consistency of weighted geometric average combination judgement matrix are studied.
在相容性概念的基础上,研究了加权几何平均组合判断矩阵的相容性以及相容性和一致性的关系。
Weight geometric average combination forecast model obtained by weighing several different forecast models, is presented in this paper. A method is given to determine the best weight.
本文提出了由几个不同的预测模型通过加权几何平均的方式进行组合从而得到加权几何平均组合预测模型,给出了确定最优权系数的方法。
Based of the former conclusions of others and some works of myself, the article deduced the pricing formula in the case of the arithmetic average and geometric average of the stock price.
本文在前人研究的基础上,结合自己所做的一些工作,分别推导出了没有中间红利的几何平均和算术平均亚式期权的定价公式。
Based of the former conclusions of others and some works of myself, the article deduced the pricing formula in the case of the arithmetic average and geometric average of the stock price.
本文在前人研究的基础上,结合自己所做的一些工作,分别推导出了没有中间红利的几何平均和算术平均亚式期权的定价公式。
应用推荐