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geometric complex相关的网络例句

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4Based on a fact that the price formula of Asian options can be transformed into that of vanilla European option when the time to maturity is less than or equal to the length of average, we skillfully obtain the analytical price formula for the option on the minimum or the maximum of two geometric average prices and generalize it to obtain the price formula of several average prices for the first time. We also apply the method of [121], which approximates the arithmetic average by the geometric average, to the pricing of opitons on the minimum or the maximum of two arithmetic average prices to obtain Its approximated price formula. Numerical results show that the approximated price is relatively accurate when the riskless interest rate is large or the option is in the money and the volatility of two underlying assets are high and its accuracy is a little reduced but still good when the dividends are considered. However, it is hardly affected by the sampling number.

我们基于观察到的一个事实即当离到期时间小于或等于平均期间时亚洲期权的价格可变换成普通的欧式期权的价格,从而巧妙地得到了两个几何平均价格的最小或最大值期权价格的解析公式,通过简单地推广,首次得到了多个几何平均时的价格公式;将[121]用于算术平均亚洲期权的定价方法推广到两个算术平均价格的最小或最大值期权,从而得到它的渐进公式,数值结果表明:渐进价格的准确性在无风险利率较大或期权为实值且两标的资产的波动率较小时较好,抽样的个数对它没有影响,但考虑红利时它稍有下降但仍较好。

This article gives the key results for geometric distribution with respect to the following three aspects:1. The statistical character for geometric distribution.

第一篇:几何分布产品的统计分析几何分布是离散型分布中最重要的分布之一,它在信息工程、电子工程、控制论及经济学中有着重要的应用。

Part one: The statistical analysis for geometric distribution The geometric distribution is one of the better known discrete probability distributions and has many useful applications.

第一篇:几何分布产品的统计分析几何分布是离散型分布中最重要的分布之一,它在信息工程、电子工程、控制论及经济学中有着重要的应用。

Part one: The statistical analysis for geometric distributionThe geometric distribution is one of the better known discrete probability distributions and has many useful applications.

第一篇:几何分布产品的统计分析几何分布是离散型分布中最重要的分布之一,它在信息工程、电子工程、控制论及经济学中有着重要的应用。

For example, we use geometric distribution to describe the life distribution of runs of a species in transect surveys of plant populations and inventory demand distributions. In the theory of reliability, geometric distribution is one of the most important discrete probability distributions because of its loss of memory.

在可靠性理论中,由于几何分布的无记忆性,使得其是离散型寿命分布中最为重要的寿命分布之一,其相当于指数分布在连续型寿命分布中的地位,这正如程侃研究员在文献[5]中所指出的"在离散寿命的情形,几何分布起着连续情形下指数分布所起的作用"一样。

The differences between the input and retrieved geometric mean and geometric standard deviation were less than 10% under the same condition.

同时对於输入和回推的几何平均数与几何标准差而言,彼此间的差异小於10%。

The paper presents a new geometric feature according to the characteristics of fabric defects, and use the mean geometric feature value of each defect class as the initial clustering center to improve the result of clustering.

根据布匹瑕疵的特点提出一种新的几何特征,并使用各类瑕疵的几何特征均值作为初始聚类中心,提高ISODATA算法的聚类效果。

In two-dimensional space, derived from the geometric transformation matrix from the transformation matrix to understand its geometric meaning.

详细说明:在二维空间内,从几何变换推导变换矩阵,从变换矩阵理解其几何意义。

When a new invariant is found, an important problem is to find its "geometric" relationship (relationship with geometric meaning) with basic invariants. The discovery of this relationship is mainly based on algebraic manipulations of invariants.

发现一个不变量后,如何找到它与其他不变量的关系,是实际应用中的一个重要问题,这种关系的探讨主要依靠在不变量层次上的代数运算。

This paper proposes a cluster analysis approach based on geometric probability, which determines the classification number directly according to the distributive characteristics of pixels in the spectral space by utilizing geometric probability and gradually generates the hierarchical classification system beginning at the top level.

本文提出基于几何概率的聚类分析方法,该方法运用几何概率直接根据像元在灰度空间中的分布特征决定分类数,按照先分大类、后分小类、逐层细分的顺序确定分类方案。

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