Chapter IV is the empirical part, we obtain how scaling and long-range dependence affect option pricing by numerical analysis.
第四章是本文的实证部分，通过数值分析得出标度与长记忆性对期权定价的影响。
Therefore it is necessary for us to study the option pricing problem when the stock returns have long-range dependence and momentum effect.
因此我们有必要研究股票收益具有长期依赖性及动量效应时的期权定价问题。
It is showed that long-range dependence has a quite different impact on queueing performance from that of short-rang dependence, especially on the condition of large buffer size.
研究表明长程相关和短程相关对于排队系统性能具有非常不同的影响，尤其是在缓存较大的情况下。
The dependence of long range correlation on rapidity gap is studied.
研究了长程关联对快度间隔的依赖性。
As to the time variation, non-linearity and long range dependence in VBR video traffic trace, a novel method of feature based on multi-scale decomposition was proposed.
针对其时变、非线性以及长相关性等特点，提出一种多尺度分解的VBR视频业务的特征提取方法。
The range and depth dependence of the long-range reverberation and echo-reverberation ratio were calculated for the cases of negative gradient and homogeneous layers.
用该法在浅海负梯度和均匀层情况下，计算了远程混响和回波、混响比的距离、深度结构。
The range and depth dependence of the long-range reverberation and echo-reverberation ratio were calculated for the cases of negative gradient and homogeneous layers.
用该法在浅海负梯度和均匀层情况下，计算了远程混响和回波、混响比的距离、深度结构。
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