An arbitrage pricing method for financial products in terms of generalized network model and duality theory of linear program is presented.
运用广义网络流模型和线性规划对偶理论,提出了一种金融产品的套利定价方法。
The commonly used auto insurance pricing model is the generalized linear model. This model is built on an important assumption that the claims data must be independent.
在车险定价中常用的模型是广义线性模型,该模型建立的一个重要假设是索赔数据的相互独立性。
The linear crossing influences incentive pricing strategy for multi-service networks with multi-priority is dealt with.
讨论了多优先级网络系统交叉干扰的线性激励价控问题。
In this paper, We study American option pricing by using the continuity algorithm for linear complementarity Problem.
本文利用连续性方法,得到了一类半线性椭圆方程第一边值问题在环形域上任向对称正解的存在性。
In this paper, We study American option pricing by using the continuity algorithm for linear complementarity Problem.
本文利用连续性方法,得到了一类半线性椭圆方程第一边值问题在环形域上任向对称正解的存在性。
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