因此, 研究倒向随机微分方程具有重要的理论意义和应用价值。
Therefore, the research on backward stochastic differential equation is of considerable theoretical significance and practical value.
实际应用表明,该方法不仅丰富了微分方程反演理论和方法,而且具有生产实用价值。
As indicates by the application, the practice shows the method not only develops the reverse theory and method of differential equations but also has the practical value of application.
本文受此启发,运用风险中性定价原理,利用偏微分方程的方法,求出了四类汇率联动期权的定价公式,为实践者提供了理论上的参考价值。
In this paper, according to the risk neutral pricing theory, the reciprocal stochastic differential equations and the general pricing formulas of the four types of cross-cur.
应用推荐