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geometric average相关的网络例句

查询词典 geometric average

与 geometric average 相关的网络例句 [注:此内容来源于网络,仅供参考]

Will be a geometric average?

房价将倒退几何?

Geometric average; Asian option; Black-Scholes formula; Strong Path-dependent

几何平均;亚式期权; Black-Scholes公式;强路径依赖

Using martingale methods, and choosing the stock as numeraire asset and corresponding equivalent martingale measure, the author gets the simple pricing formula by the Asian option in the case of geometric average.

主要研究了股票价格过程由几何Lévy过程驱动的亚式期权的定价问题,利用鞅方法,选择股票作为计价单位及相应的等价鞅测度给出了几何平均亚式期权简单的定价公式。

B ased on capillary pressure data from sem i-permeable clapboard, relationship betw een T2 geometric average value and po rous structure parameters can be obtaine d, and also a method to determine porous structure parameters be found by using MRIL data.

本研究以半渗透隔板的毛管压力资料为基础,建立了核磁共振测井中的T2几何平均值与孔隙结构参数之间的关系,并建立了应用核磁共振测井资料确定储层微观孔隙结构参数的方法。

Specially, we primary deals with the option pricing of Black-Scholes model with continuous dividend payments then get the call option and put option formulas: And the model of geometric average Asian options with fixed strike price then we get the call option formula: The relevant formulas about call option and put option,which are all identical with the classical ones.

其中,特别是对连续支付红利的欧式Black-Scholes期权定价模型求得其买权和卖权的定价公式分别为:此外,还对具有固定敲定价格的几何平均亚式期权的模型给出买权的定价公式:所得结果与用经典解法求得的定价公式完全一致。

By using the multi-year series of the circulation indices P and C for the closed pressure system on the unit radius spherical surface,three characteristic quantities of annual system centers(around the climatological center C-) are defined.1Average distance r,which is defined as the weighted geometric average distance of the annual system centers C deviating from the climatological center C-(i.e.the center location anomaly C′),is a measurement for distribution area of the system...

用单位半径球面上闭合气压系统环流指数P、C的多年序列,构造了历年系统中心在C-周围分布的3个特征量:1平均距离r,它定义为历年系统中心C偏离于气候中心C-的权重几何平均距离,是系统中心分布区域大小的度量;2压缩系数μ,它描述了历年系统中心分布区域偏离于圆形的程度,是历年系统中心位置分布各向异性的度量;3极大异常方向β,它用系统中心极大异常偏离-C处正东方向的角度,给出了系统中心的主要异常方向。

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。

Results The geometric average dust concentrations of individuals were 0.31-30.27 mg/m3,and the maximum dust concentrations of workplace were 3.13-329.3 mg/m3;the qualified rates of dust concentrations of individuals sample and the workplace were 50% and 11.1% respectively.

结果粉尘个体采样检测6个工种,粉尘浓度的几何均值为0.31~30.27 mg/m3,工种合格率为50%;定点短时间检测9个岗位,粉尘浓度最高值为3.13~329.3 mg/m3,岗位合格率为11.1%;检测噪声作业点13个,合格率92.3%。

For m-modal maps with m turning points C1,C2,…,Cm, by defining equivalent scaling factors α_e as the geometric average of all scaling factors α_Ci (i=1,2,…,m),|α_e|=|α_C1α_C2…α_Cm|1/m, global superuniversal relationship between equivalent scaling factors α_e and fractal dimensions d of Feigenbaum-type attractors on all the infinitely many critical points of transitions to chaos is obtained: dlog_|α_e|=β~, where|W| is the basic period of the m-tuply superstable sequences W, and β~ is not only independent of the concrete sequences W, but also independent of the concrete maps.

对于具有m个转变点C_1,C_2,…,C_m的m峰映射,通过定义等效标度因子α_e为所有标度因子α_(i=1,2,…,m)的几何平均,|α_e|=|α_(C_1)α_(C_2)…α_|~(1/m),得到了等效标度因子α_e与所有无穷多个转变至混沌的临界点上Feigenbaum型吸引子的分维d之间的一个整体性的超普适关系:dlog_|α_e|=β~(e,其中|W|是m超稳序列W的基本周期,超普适常数β~(e不仅不依赖于具体的序列W,而且也不依赖于具体的映射。

For m-modal maps with m turning points C1,C2,…,Cm, by defining equivalent scalingfactors α_e as the geometric average of all scaling factors α_Ci (i=1,2,…,m),|α_e|=|α_C1α_C2…α_Cm|1/m, global superuniversal relationship between equivalent scaling factors α_e and fractal dimensions d of Feigenbaum-type attractors on all the infinitely many critical points of transitions to chaos is obtained: dlog_|α_e|=β~, where|W| is the basic period of the m-tuply superstablesequences W, and β~ is not only independent of the concrete sequences W, but also independent of the concrete maps.

对于具有m个转变点C_1,C_2,…,C_m的m峰映射,通过定义等效标度因子α_e为所有标度因子α_(i=1,2,…,m)的几何平均,|α_e|=|α_(C_1)α_(C_2)…α_|~(1/m),得到了等效标度因子α_e与所有无穷多个转变至混沌的临界点上Feigenbaum型吸引子的分维d之间的一个整体性的超普适关系:dlog_|α_e|=β~(e,其中|W|是m超稳序列W的基本周期,超普适常数β~(e不仅不依赖于具体的序列W,而且也不依赖于具体的映射。

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