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path-dependent

  • 路径相关

专业释义

  • 路径相关 - 引用次数:12

    A path-dependent option is among all, the most complicated derivative in its valuation.

    路径相关的期权合同是其中最难定价的。

    参考来源 - 欧式及美式“巴黎期权”定价模型仿真与优化(研究生论文)
    强路径依赖 - 引用次数:6

    In addi-tion,we get the price of geometric average asian option with fixed strike price and floating strike price, making use of the uniform B-S Model of strong path-dependent option.

    另外,利用强路径依赖期权统一的B-S模型得到了连续情形下固定敲定价格和浮动敲定价格的几何平均亚式期权的定价结果。

    参考来源 - 几何平均亚式期权的定价

·2,447,543篇论文数据,部分数据来源于NoteExpress

双语例句原声例句权威例句

  • The J integral is path-independent for the short time creep and long one, while in the transition period, it is weakly path-dependent.

    积分短时时间蠕变条件下路往无关的,过渡蠕变时期,其与路径也只是相关。

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  • Many factors, such as noise, speckles and low modulation in wrapped phase make the unwrapping procedure complicated and path-dependent.

    实际干涉计量中各种干扰因素的存在,使得包裹相位可能存在噪声调制点或散误差点。

    youdao

  • The valuation of multi-stage compound option and path-dependent option is the important problem in current financial engineering research.

    复合期权路径相关期权的定价问题当今金融工程研究的热点。

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更多双语例句
  • That great deal of specificity implies that heat is also path-dependent and again we have the convention that if heat is added to the system, the quantity is greater than zero.

    热也是与路径有关的,根据通常的习惯,如果我们对系统加热,其符号取为正。

    麻省理工公开课 - 热力学与动力学课程节选

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