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In Chapter 4, the pricing of Asian geometric average option under stochastic interest rates is studied, assuming CIR model for the interest rates. Asian option is strongly dependent with path, usually have a long duration, the movement of interest rates becomes more important in pricing such long-dated options. The CIR interest rate model not only considered the interest rate behavior has mean-reverting but also take into account that the fluctuation rate is direct proportion with the square root of its interest rate. Finally, the method of finite difference for the Asian geometric average option under CIR interest rate model is given.

第四章在利率满足CIR利率模型的假设下,研究了几何亚式期权的定价公式,亚式期权是强路经依赖性期权,通常有效期较长,在进行较长时期的投资时,利率的变化是非常重要的,CIR利率模型不仅考虑了利率行为具有均数回归的现象,而且还考虑其波动性的大小与利率大小的平方根成正比,最后给出了CIR利率模型下的几何亚式期权定价的有限差分法。

If average values before or after catastrophe point when the pressure at both ends reduces exceed the threshold value, judging that there is leak and positioning: calculating approximate wavelet transformation coefficient of pressure data at both ends, initializing searching interval, calculating a signal time delay value corresponding to approximate wavelet transformation coefficient in the searching interval from maximal scale N; converting the time delay value under scale N to that under N-1 by geometric proportion relation; updating the searching interval, repeating above processes until the scale is 0 and positioning based on the time delay value.

若两端压力下降突变点前后的均值变化均超过阈值,判定有泄漏并进行定位:计算两端压力数据的近似小波变换系数,初始化搜索区间,从最大尺度N开始在搜索区间内计算对应近似小波变换系数的信号时延值,利用等比关系将尺度N下的时延估计值转换为N-1下时延估计值,以该值更新搜索区间,重复以上过程至尺度为0,以此时延估计值进行定位。

Then I guilde by having planting these under the cover of a birch and under a bundle of hardy geranium.

然后我guilde通过有在一棵桦树掩护下和在一捆耐寒的天竺葵下种植这些。

The college is accredited by the New England Association of Schools and Colleges and authorized under federal law to enroll nonimmigrant students and to train veterans under the GI Bill of Rights.

该学院是经新英格兰学校和学院协会和联邦法律授权招收非移民学生和退伍军人的培训下消化道人权法案。

The main Chinese partner shall submit the documents as listed in Article 12 to the local administration for industry and commerce competent for examining and approving the registration of foreign-funded enterprises, who shall give an opinion on the preliminary examination, then submit the aforesaid documents to the administration for industry and commerce of the provincial level authorized by the SAIC for examination and approval, or submit them to the SAIC for examination and approval via the administration for industry and commerce of a province, autonomous region, municipality directly under the Central Government or city directly under State planning upon examination and approval.

一由中方主要合营者,向其所在地有外商投资企业核准登记权的工商行政管理局呈报第十二条规定的文件,由其提出初审意见,报国家工商行政管理总局授权的省级工商行政管理局审定,或经省、自治区、直辖市及计划单列市工商行政管理局核转,报国家工商行政管理总局审定。

At present under the socialist market economy condition, completes the enterprise staff thought political work the key is the Central Party Committee 17 big spirits in every sense of the term implementations basic unit Since the specially reform and open policy, has had many head of undertaking, deceives both superiors and subordinates works for one's own interests under the guise of working for the public, thought the present does not have the movement, in the waist the animal pen axe, the fan which in the hand takes, often on greatly sends the arms, teaches whips the staff, often on to the authority coerces the staff, simply not staff when the person looked, the wages casually decides, bully softly, is hard feared, pays out the wages not to have the pay list, wants to give how many to give how many, Sunday does not let the staff rest, does not pay adds the spot to spend If you offer an opinion to him, regards you is the thorn in one's side, the thorn in the side, does everything possible to carry on retaliates you, and direct descendant wilfully tolerates using the hand in authority to oneself, to give the green light to something, to holds the different political view greatly to open killing They use in the hand two "magic weapon" to benefit as the third party in a dispute, deceive both superiors and subordinates flatter the higher authority, exploits power, violates the country head of undertaking the cadre relative about to forbid in this enterprise to be engaged in production management the stipulation Also uses in the hand the authority private full center pouch, is greedy, does everything possible to concoct pretexts makes the forged account, high keeps off the office supplies with the government money purchase modern age to converge the oneself to have, makes the forged account to reimburse the beach person cost, digs national the corner of a wall Then receives using the duty gives the sales commission,包产 outside the package exits the enterprise outside, fishes for the wealth, even allies the annual bonus, violates the country and the enterprise stipulated, then 参股using the duty manages the enterprise But greatly gives the discount in the staff benefit treatment aspect, in 工资分 is joined to greatly makes the issue, drills the national policy spatial, borrows the wage reform is the excuse, seeks the benefit for own clique, borrows the work then to provide the special sedan car for the enterprise basic unit leadership, all expenses completely are responsible by the unit, to become not to pay the solid private sedan car The party and the country stressed repeatedly that, strictly prohibits the leading cadre to exploit power, but such stipulation into head of undertaking cadre's neglected advice, really it may be said in has the policy, gets down has the countermeasure If the country does not carry on effective supervising and managing to the enterprise, does not carry on the strengthened management, gets down for a long time, they can depend on right and not the improper income become the millionaires and surely the wealthy man, the state asset can massively drain, but government's policy can become a mere scrap of paper, loses it in common people's prestige Let these clothes eating insects embezzle national the property, thus causes the enterprise to move towards goes out of business, such example is too numerous to cite individually The working class is the national master, such formulation until now is does not have the question, but present working class's actual condition how?

目前在社会主义市场经济条件下,做好企业职工思想政治工作的关键是把党中央十七大精神不折不扣的贯彻到基层。特别是改革开放以来,有不少的企业领导,欺上瞒下假公济私,认为现在没有运动,腰里苄着斧子,手里拿的扇子,动不动就大发干戈,训策职工,动不动就以权力要挟职工,简直不把职工当人看,工资随便定,欺出软,硬出怕,发工资没有工资单,想给多少给多少,星期天不让职工休息,不付加斑费。如果你给他提意见,就视你为眼中钉,肉中刺,想方设法进行报复你,利用手中的权力对自己和嫡系任意纵容,大开绿灯,对持不同政见者大开杀界。他们用手中的两件"法宝"渔翁得利,欺上瞒下讨好上级,以权谋私,违反国家关于企业领导干部亲属禁止在本企业从事生产经营活动的规定。还利用手中的权力私饱中囊,多吃多占,想方设法巧立名目做假帐,用公款购买现代高挡办公用品归为己有,做假帐报销滩人成本,挖国家的墙角。利用职务之便收授回扣,把企业外包产品外包出去,从中捞取钱财,甚至加盟人股,违反国家和企业规定,利用职务之便参股办企业。而在职工福利待遇方面大打折扣,在工资分配上大做文章,钻国家政策的空,借工资改革为借口,为自己的小集团谋利益,借工作之便为企业基层的领导配备专门的小轿车,一切费用全部由单位负责,成为名不付实的私家小轿车。党和国家一再强调,严禁领导干部以权谋私,而这样的规定成为企业领导干部的耳旁风,真可谓上上有政策,下有对策。如果国家对企业不进行有效监管,不进行强化管理,长期下去,他们会靠正当和不正当的收入成为百万富翁和千万富翁,国有资产就会大量流失,而政府的政策就会成为一纸空文,失去其在老百姓中的信誉。让那些蛀虫侵吞国家的财产,从而使企业走向倒闭,这样的例子不胜枚举。工人阶级是国家的主人,这样的提法至今是没有问题的,可是现在的工人阶级的实际状况又如何呢?

Urine red blood cell count, 24 hour urine protein quantitation, serum creatinine and blood urea nitrogen were examined, the renal morphological changes under microscopy and ultrastructure under electron microscope were observed. immunofluorescence was applied to unveal the immunological damag on glomerule of kidney.

以 sd 大鼠为实验动物,通过一侧肾切除,反复尾静脉注射葡萄球菌肠毒素 b 的方法,制作 iga 大鼠肾病肾小球硬化模型。1 周后,同时予以鬼箭羽水煎液灌胃治疗为中药组,苯那普利为西药对照组,从而观察生化指标、病理改变。

In this paper, we discuss rough set approximation under granulation, and establish positive approximation under dynamic granulation.

本文讨论了粒度意义下的粗糙集近似,并定义了动态粒度下的正向近似。

The results show that the formation of granulite have two stages: early granulite-facies rocks formed under the conditions of 0.88~1.1GPa and 880~890℃; the later amphibole-facies retrogressive metamorphism paragenesis formed under the conditions of 0.30~0.37GPa and 620~640℃, belonging to a typical low-pressure type.

结果表明:麻粒岩形成经过两个阶段,麻粒岩形成于0.88~1.17GPa,880~890℃条件下,角闪石-斜长石退变组合形成温度620~640℃,压力0.30~0.37GPa。

Dongying wild soybean seedlings had the highest activities of antioxidant enzymes and higher Na+ transport efficiency under the short-term NaCl stress, which helped to alleviate the damage of the short-term NaCl stress.(4) The shape of chloroplasts was changed to circular from oval, and the granum stacks twisted under the short-term NaCl stress in the Shandong cultivar soybean leaves whereas, only twisted granum stacks were observed in the Dongbei wild soybean leaves.

4NaCl短期胁迫后山东栽培大豆幼苗叶片的叶绿体形状发生变化,由椭圆形变成了圆形,类囊体结构部分膨胀扭曲;东北野生大豆幼苗叶片的叶绿体形状没有多大变化,但是类囊体结构部分膨胀扭曲;而东营野生大豆幼苗叶片的叶绿体形状和类囊体结构都几乎没有变化。

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推荐网络例句

She gently rebuff ed him, but agreed that they could be friends

她婉言拒绝了,但同意作为朋友相处。

If in the penal farm, you were sure to be criticized.

要是在劳改农场,你等着挨绳子吧!

Several theories about reigniting and extinguishing of the arc have been refered.

本文综合考虑了几种电弧重燃和熄灭理论。