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3We obtain the analytical price formulas for vanilla, forward-start and in-progress fixed-strike and floating-strike continuous geometric average Asian options and a put-call parity under generalized Black-Scholes with time-dependent parameters by risk neutral valuation and properties of stochastic integration.

在依赖时间参数的推广的Black-Scholes模型下,利用风险中性定价及随机积分的性质,得到平凡、远期开始和进展中的固定和浮动执行价格的连续几何平均欧式亚洲期权价格的解析公式和一个平价关系。

The GKS stability theorem for one-dimensional model of hyperbolic initial and boundary value problem, Trefethen's explanation and extension based on the concept of group velocity are generalized firstly. Another possible high-frequency instability mechanism in numerical realization of MTF is pointed out based on his explanation and extension, namely, coupling effect of outgoing harmonic wave along one direction and node motion in the other directions can reverse the energy propagation in multi-dimensional discrete grids.

本文概述了—维双曲型偏微分方程组初边值问题数值稳定性的GKS定理及Trefethen基于群速度概念对这一定理的解释和推广;并应用Trefethen的解释和推广指出了MTF在数值实现中可能出现的另一种高频失稳机制,即在多维离散网格中,沿某一空间方向的外行简谐波,由于与其他空间方向节点运动的耦合效应可以使能量传播方向反向。

The asterisk in this form is not a generalized glob or regular expression pattern, it is a special syntactic form.

这种形式中的星号不是一个通用形式的 glob 也不是正则表达式的模式,它是一个特殊的语法形式。

The Tabu Search algorithm is the generalized heuristic global search technique with short-time memory, and suitable for solving many nonlinear optimization problems.

禁止搜索TS算法是一种具有短期记忆的广义启发式全局搜索技术,适用于解决许多非线性优化问题。

According to the conditions of topography,geological structure,climate,hydrology and engineering geology,the main factors influencing the slope stability of the Grand Buddha rock mass are discussed;the generalized model of the slope for stability analysis is set up,and the main working situations of the slope are put forward.

根据太原晋阳西山大佛所处的地形地貌、地质构造、气象水文条件和场地工程地质条件,分析影响大佛边坡岩体稳定性的主要因素,建立大佛松动岩体边坡稳定性分析概化模型,提出大佛边坡岩体所处的主要工况类型。

Mitterrand persisted in this grandiloquence over the next two years. He finally quieted down in 1985, when Margaret Thatcher dismissed his proposal as 'generalized jabberwocky.

接下来的两年时间里,密特朗一直大肆鼓吹这一主张,直到1985年撒切尔夫人批评他的建议是"不切合实际的胡言乱语",他才算偃旗息鼓。

The work in this paper generalized the research from the simple granular system to the non-uniform one.

本文的工作将对颗粒系统的研究从简单均匀的颗粒系统推广到了具有实际意义的非均匀混合颗粒系统。

It is pointed out that the decomposed granularity space of generalized field is the key element of product creative design .

在广义映射原理指导下,探讨了组合夹具创新设计自动化的潜力及主要的方法和途径。

In Chapter 3, we consider the semi-direct product AG, and analyze the decomposition in AG of idempotents of AH, and obtain a precise algebraic description; as a corollary, we show a criterion of the primitivity in AG of a primitive idempotent of AH, hence a theorem of Fong and a theorem of Green are generalized to an uniform setting.

考虑半直积AG,我们分析了AH的幂等元在AG中的分解模式,得到了一个准确的代数刻画;作为它的推论,给出了AH的本原幂等元在AG中仍然本原的判断准则,从而将Fong的定理和Green的定理推广到了一个统一的情形。

Design and implement the experimental systems RM and GRM which are based on Reso-lution and Generalized Resolution respectively. Prove all the theorems in Section A and Section Bin Part Ⅰ of " Principia Mathematica " using RM and GRM respectively, and then compare andanalyze the efficiency of RM and GRM.

设计实现了基于归结和基于广义归结的实验系统RM和GRM,分别用RM和GRM证明了《数学原理》第一部分Section A和Section B中的全部定理(350个),并对RM和GRM的效率进行了分析比较。

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This new product will become our best seller.

这个新产品会成为我们最畅销的产品。

Glutinous rice cakes on the New Year's Eve. The time for loquats is perhaps now over, but lychees will soon

从元旦橘子想到除夕的年糕、枇杷,此刻大概已经过时,荔枝快要上市了。