Ordinary differential equation with constant coefficients transform into algebraic equations that can be used to implement the transfer function concept.
常系数的常微分方程变换为代数方程可以用于实现传递函数的概念。
This paper provides a method for pricing options in the constant elasticity of variance(CEV) model environment using the Lie-algebraic technique when the model parameters are time-dependent.
文章使用李-代数方法对波动率弹性为常数(CEV)的时间依赖型期权提供一种定价方法。
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