查询词典 geometric

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

The main results are as follows:We review the existing Monte Carlo control variates estimators of the price of Asian options and propose a new one. According to pratical needs, we define efficiency as the inverse of the product of the variance of an estimator and its computational time and make it a standard for comparisons to draw the following conclusions: Firstly, the more control variates correlate with arithmetic average Asian options, the larger is the efficiency of an estimator with these control variates, but among which the geometric average option plays the most important role; Secondly, an estimator with more control variates is better than one with less ones only when the time to maturity is long and the volatility is high.

在综合已有研究工作的基础上，本论文的主要创新成果如下：（1）我们回顾了已有的亚洲期权价格的蒙特卡罗控制变量估计，并提出了一个新的控制变量估计，且从客观实际出发，将估计值的方差和计算时间的乘积的倒数定义为效率并以它为标准比较各估计，得到以下结论：与算术平均亚洲期权相关程度越大的控制变量构成的估计的效率越大，而其中起主要作用的控制变量为几何平均亚洲期权的价格；只有在到期时间较长且标的资产的波动率较大时，元素多的多元控制变量估计比元素少的效率大。

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。

The average geometric means of antibody titer for rubella and mumps were higher (27.74, 28.94) among urban children of 1-2 years old with a decreasing trend as the increment of the children's age.

城市儿童风疹和腮腺炎抗体几何平均浓度1~2岁组最高(27.74%， 28.94%)，随年龄增长呈下降趋势；农村儿童风疹和腮腺炎体阳性率1~2岁组最低(24.2%， 21.2%)，随年龄增长呈上升趋势。

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。

Two amelioration operators were developed, such as the triangular intuitionistic fuzzy numbers weighted arithmetic average operator, and the f interval-valued intuitionistic fuzzy numbers weighted geometric average operator.

定义了三角和区间直觉模糊集的一些运算法则，给出了直觉模糊集两个改进算子，即三角模糊数加权算术平均算子和区间直觉模糊数加权几何平均算子。

Beginning with a general mean function, the model analyzes the distance between the arithmetic average and geometric average by Taylor's expanding.

第二章介绍了亚式期权定价研究中的市场结构、一般原理和若干重要的定价方法：PDE偏微分方程法；埃级沃斯级数展开近似定价；倒数分布近似定价；条件期望近似定价；执行价格调整近似定价，这些方法使亚式期权的定价得到了很大的发展。

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。

The labia have now been sutured together almost completely.The drains and the Foley catheter come out at the top.

此刻阴唇已经几乎完全的缝在一起了，排除多余淤血体液的管子和Foley导管从顶端冒出来。

To get the business done, I suggest we split the difference in price.

为了做成这笔生意，我建议我们在价格上大家各让一半。