problem of moments
- problem of moments的基本解释
-
-
矩问题
- 相关中文词汇
- 矩问题
- 更多网络例句与problem of moments相关的网络例句 [注:此内容来源于网络,仅供参考]
-
However,due to its complexity,the problem of fast computation of orthogonal moments has not been well solved.
本文针对一类采用图像块方法描述的图像,提出两种快速、有效的计算Legen dre矩的新方法,它们分别是累加方法和积分方法。
-
In what can only be described as a good kind of problem, Apple moments ago issued a two paragraph statement saying that it will delay the international launch of the iPad until the end of May.
在什麼只能说是一个好样的问题,苹果的时刻前两个段落发表声明说,它将推迟在IPAD国际发射,直到5月底。
-
We introduce convex,and in particular semidefinite,optimization methods,duality and complexity theory to shed new light to this relation for the single stock problem, given moments of the prices of the underlying assets,we show that we can find best possible bounds on option prices with general payoff funcations efficiently,either algorithmically(solving a semidefinite optimization problem)or in closed form, conversely,given observable option prices,we provide best possible bounds on moments of the prices of the underlying assets,as well as on the prices of the other options on the same asset by sovling linear optimization problems for options that are affected by multiple stocks either directly(the payoff of the option depends on multiple stocks)or indirectly(we have information on correlations between stock prices),we find on-optimal bounds using convex optimization methods,however,we show that it is NP-hard to find best possible bounds in multiple dimensions,we extend our results to incorporate transactions costs,this paper,in theory and practice can provide a reference to researchers and designers about Chinese financial derivative products,the full text is divided into six chapters as follows: ChapterⅠ:Papers on the background and significance of the subjects on a number of option pricing models as well as their advantages and shortcomings of the model and describes the status of research and writing papers and the main contents of the basic idea.
相应地,给定期权价格,也能够出标的资产瞬时价格的最有可能的最好的界。还有通过解决一个线性最优化问题,根据同一标的资产的其他期权的价格来找到这个期权的界值,对于期权受到多种股票价格直接影响(期权的收益依赖于多种股票)或者间接影响(我们有股票之间联系的有用信息),如果使用凸规划方法我们就会发现没有最优的界,也能够证明对于多维情形确实是很难找到最优的最有可能的界值,最后将这一结论推广到考虑交易成本的情况。本文在理论和实践上给我国金融衍生产品研究者和设计者提供一定的参考。全文共分为六章,具体安排如下:第一章:阐述论文的选题背景和意义,介绍期权定价的一些模型以及这些模型的优点与缺点,并介绍国内外研究的现状以及论文的写作基本思路与主要内容。
- 更多网络解释与problem of moments相关的网络解释 [注:此内容来源于网络,仅供参考]
-
problem of moments:矩问题
problem of geometrical construction 几何准问题 | problem of moments 矩问题 | problem of prime twins 孪生素数问题