Moreover, it is difficult to obtain analytical solutions of arithmetic average Asian option, so people research geometric average Asian option more.
而且,由于算术平均亚式期权很难得到解析解,所以人们对几何平均亚式期权的研究较多。
参考来源 - 亚式期权定价的偏微分方法·2,447,543篇论文数据,部分数据来源于NoteExpress
The other kind of average is called the geometric average.
这种均值叫做几何平均。
This is called the geometric average and it's used only for positive numbers.
这种平均叫几何平均,只能用于正的数值
What he says you should do instead is to take the geometric average of gross returns.
应该采取的是采用总回报的几何平均值。
What he says you should do instead is to take the geometric average of gross returns.
他认为应该,对每年的收益求几何平均
This is called the geometric average and it's used only for positive numbers.
这种平均叫几何平均,只能用于正的数值
And he defined the average in terms of not the sum divided by two, but he chose the geometric mean.
鲍林定义平均并不是,简单相加在除以二,他选择几何平均。
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