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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。
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Studied the expansion of the Dual-port Data Cache, designed a Sixteen-ported Data Cache, The simulation results showed that on the average, access time is decreased 20% over Single-port RAM based Data Cache.
对双端口数据Cache进行扩展研究,设计了一个16端口数据Cache,与单端口实现的16端口数据Cache相比,数据Cache平均访问时间降低了20%左右,且硬件实现相对简单,占用芯片面积少。
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The reversed transposition of tibial periosteal flap pedicled with medial half of the soleus could be designed. Results On the average,6 muscle branches of posterior tibial artery were found to distribute segmentally at the medial half of soleus.
在35侧经动脉内灌注红色乳胶的下肢标本上,解剖观测比目鱼肌内侧半及其胫骨内侧附着处肌骨膜瓣的形态和血供特点,设计以比目鱼肌内侧半为蒂胫骨骨膜瓣逆行移位术。
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Result On the whole, the collected sludge was a kind of organic fertilizer with high nutrient content, which contained rich organic matter (296.84g/kg on average), high nitrogen (48.33g/kg on average), medium phosphorus (18.94g/kg on average), low potassium (14.17g/kg on average). The pH value of the sludge was all in 5.95-7.73, being between subacidity and alkalescence, and application in the garden soil could not produce great influence on the acidity-alkalinity of soil.
结果]总体上所采集污泥是一种富含有机质(平均为296.84g/kg)、高氮(平均为48.33g/kg)、中磷(平均为18.94g/kg)、低钾(平均为14.17g/kg)的养分含量颇高的有机肥。pH值在5.95-7.73,处于微酸性和微碱性之间,在园林土壤中施用,不会对土壤的酸碱度造成大的影响。
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The results showed that the metabolizable energy for maintenanceand erude protein for maintenace of the clucks on the average were 925.82KJ/W0.75/d,10.200.7g/W0.75/d in 1st to 21th day of age and 884.52KJ/W0.75d.8.23g/W0.75/d in 22th to 49th day of age,respectively.
结果表明,樱桃谷肉鸭的平均维持代谢能和维持粗蛋白的需要量是:1~21日龄MEm=925.8 KJ/W~(0.75)/d,CPm=10.2g/W~(0.75)/d:21~49日龄MEm=884.5 KJ/W~(0.75)/d,CPm=8.2g/W~(0.75)/d。
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We found that the immature embryos of the crosses T. aestivum×Ae. tauschii must be rescued because of shriveling of endosperm in hybrid seeds, and the percentage of embryos obtained was 9.22% on the average.
结果显示,普通小麦与粗山羊草杂交不能正常结实,进行幼胚拯救可获得组培苗,成胚率达到9.22%;矮败与Y215杂种F1自交不育,与普通小麦回交可正常结实,但BC1自交结实率极低。
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With the industry's most advanced automated ASM solid crystal, automatic wire bonders equipment and automatic closure of plastic equipment, product testing computer automatically selected by the Taiwan-minute color processing equipment, LED on the average yield for the 30 KK.
拥有业内最先进的ASM全自动固晶、全自动焊线设备及全自动封胶设备,产品检测选用台湾多功能电脑自动分光分色设备处理,LED的月平均产量为30KK。
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The effect of phase change temperature, heat fusion and thermal conductivity of the SSPCM on the average heat flux and energy storage ratio of the floor heating modular board was analyzed by simulation.
研究了定形相变材料的相变温度、相变潜热和导热系数变化对地板表面平均热流密度和蓄能比的影响;定形相变材料蓄能式采暖地板可在长时间内保持稳定的热流密度。
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The stinging could keep the host alive and fresh, and made them suitable to be parasitized by the bathylid. On the average, the pupa of yellow mealworm was kept fresh for 12.6 days after being stinged.
蜂毒螯入寄主后可使其组织不腐烂而适于被寄生,被螯刺后的蛹可表现为&保鲜&状态,平均&保鲜&时间为12.6天。
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Abstract] objective to assess the efficacy and safety of transurethral resection of prostatewith plasmakinetic technique and to improve the qualities of pkrp.methods the data of 273 patients with benign prostatic hyperplasiawere retrospectively studied baseing on the mastering of pkrp.the average maximum urinary flow rate,the average residual urinary volumeand the average international prostate symptom score were analysed.results pkrp was successfully performed on 273 patients.intraoperative blood transfusion was performed in 6 cases,no obturator nerve reflex,transurethral resection syndrome,permanent urinary incontinence occurred and no death cases occurred.the follow-up time was 2~26 months with an average of 5.63 months,postoperative average qmax increased to 15.9 ml/s,and ruv decreased to 16.0 ml/s and the average ipss was 9.compared with those of preoperation,the differences were significant.conclusion pkrp has superior tissue cutting function and hemostasis.it is suggested that transurethral bipolar plasmakinetic resection of prostate be effective and safe.
目的 探讨经尿道双极等离子前列腺切除术的安全性与有效性,提高pkrp质量。方法回顾性分析273例良性前列腺增生患者pkrp资料,比较手术前后最大尿流率、膀胱剩余尿量及国际前列腺症状评分。结果 273例手术均顺利完成,术中输血6例,无闭孔神经反射、永久性尿失禁、经尿道电切综合征及死亡病例,随访2~26个月,平均5.63个月,qmax平均增至15.9 ml/s,ruv平均降至16.0 ml,ipss平均9分。与术前相比,各项指标均有明显改善。结论 pkrp具有良好的组织切割功能及可靠的止血作用,治疗bph安全有效。
- 推荐网络例句
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For a big chunk of credit-card losses; the number of filings (and thus charge-off rates) would be rising again, whether
年美国个人破产法的一个改动使得破产登记急速下降,而后引起了信用卡大规模的亏损。
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Eph. 4:23 And that you be renewed in the spirit of your mind
弗四23 而在你们心思的灵里得以更新
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Lao Qiu is the Chairman of China Qiuyang Translation Group and the head master of the Confucius School. He has committed himself to the research and promotion of the classics of China.
老秋先生为中国秋阳翻译集团的董事长和孔子商学院的院长,致力于国学的研究和推广。