将对数正态扩散过程表达的随机过程转化为风险中性,并在此条件下用鞅定价方法推导出与股票相关联的欧式汇率买入期权的价格公式。
By applying the martingale pricing method in a world in which the logarithmic normal diffuse processes are expressed risk-neutral, we get European exchange rate call option related with the stock.
从置信区间本质意义出发,得到了对数正态总体参数的联合置信域以及置信域的面积公式。
Based on the definition of the confidence interval, we obtained the combination confidence region of the Lognormal population and the area formula of the combination confidence region.
介绍对数正态概率纸自动生成和分布参数自动提取的方法以及据此开发的软件。
The method and the resulting software for automatic generation of lognormal probability paper and the automatic extraction of distribution parameters are introduced.
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