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We introduce convex,and in particular semidefinite,optimization methods,duality and complexity theory to shed new light to this relation for the single stock problem, given moments of the prices of the underlying assets,we show that we can find best possible bounds on option prices with general payoff funcations efficiently,either algorithmically(solving a semidefinite optimization problem)or in closed form, conversely,given observable option prices,we provide best possible bounds on moments of the prices of the underlying assets,as well as on the prices of the other options on the same asset by sovling linear optimization problems for options that are affected by multiple stocks either directly(the payoff of the option depends on multiple stocks)or indirectly(we have information on correlations between stock prices),we find on-optimal bounds using convex optimization methods,however,we show that it is NP-hard to find best possible bounds in multiple dimensions,we extend our results to incorporate transactions costs,this paper,in theory and practice can provide a reference to researchers and designers about Chinese financial derivative products,the full text is divided into six chapters as follows: ChapterⅠ:Papers on the background and significance of the subjects on a number of option pricing models as well as their advantages and shortcomings of the model and describes the status of research and writing papers and the main contents of the basic idea.

相应地,给定期权价格,也能够出标的资产瞬时价格的最有可能的最好的界。还有通过解决一个线性最化问题,根据同一标的资产的其他期权的价格来找到这个期权的界值,对于期权受到多种股票价格直接影响(期权的收益依赖于多种股票)或者间接影响(我们有股票之间联系的有用信息),如果使用凸规划方法我们就会发现没有最的界,也能够证明对于多维情形确实是很难找到最的最有可能的界值,最后将这一结论推广到考虑交易成本的情况。本文在理论和实践上给我国金融衍生产品研究者和设计者提供一定的参考。全文共分为六章,具体安排如下:第一章:阐述论文的选题背景和意义,介绍期权定价的一些模型以及这些模型的点与缺点,并介绍国内外研究的现状以及论文的写作基本思路与主要内容。

Fourth, Based on sample data collected in Shenzhen city in 2003, the paper, from various perspectives, calculates nominal VAT rate for goods sold domestically or internationally. By the means of the calculation of the extent of indirect nominal tax burden shifting, we can get the economy tax burden from evaluating some trades'tax burden shifting range of Shenzhen VAT taxpayer. This paper also analyses the problems and the reasons of it and proved that the result of the separate calculation of domestic sales nominal tax burden and export sales tax burden can more realistically reflects the enterprises'nominal tax burden.. Enterprises with higher nominal tax burden can transfer their most parts of their nominal tax burden to the consumers, but the enterprises with lower nominal tax burden have to bear all nominal tax burden. Thus, when measuring the properness of tax burden from the VAT taxpayer, a comparison between economic tax burden and optimum tax burden should be considered.

第四,本文以2003年度深圳市数据为例,从不同的口径分别用经典名义税负测算法和内外销分别测算法测算了深圳市增值税纳税人的名义税负,运用间接税税负转嫁程度测算模型,测算了深圳市增值税纳税人部分行业税负转嫁的程度,进而得出其经济税负,并分析了深圳市增值税纳税人税负存在的问题以及成因,验证了内外销分别测算法得出的结果更能真实地反映企业的名义税负,得出以下结论:名义税负较高的行业,其经济税负不一定高,而名义税负较低的行业,其经济税负并不一定低,在衡量增值税纳税人的税收负担是否适度的问题上,不能简单的将名义税负与最税负比较,而应将经济税负与最税负比较。

The parabola method is used in the process ef one dimensionoptimum solution of the coordinate transformation method.And also,difference coefficient proportionality is made use of jud...

在坐标轮换法的单维寻中使用抛物线法,并且利用差商值之比判定框架梁、柱目标函数曲线的单调性,提高了寻效率。

Through numericalcalculation, three victory rates exceed 50% by used the global optimal mixed strategy, some pure strategies and some artificial intelligence algorithm, which certificates the optimality of the global strategy.

通过计算机实验,求得的全局最混合策略与一些纯策略、以及一些人工智能算法在四万次的对决中胜率均超过了50%,验证了此全局策略的最性。

Based on the analysis of linear quadratic optimal system and PID control system,the paper develops a method for PID parameter optimizing,which is obtained from the principles of time-domain designs and optimization for linear quadratic optimal control system.

本文通过对基于时域状态空间描述的线性二次最控制系统和基于输出反馈的频域PID控制系统的对比分析,提出一种由PID动态补偿网络实现线性二次最控制的方法,仿真结果验证了该方法的合理性。

Based on the theory of analogy of structural mechanics and optimal control, the optimal induced norm γ-2 of state feedback H∞ control is shown to be the fundamental Rayleigh quotient eigen value in structural vibration or Euler stability problems.

文摘:根据结构力学与最控制的模拟理论,指出状态反馈H∞控制黎卡提方程中的最参数γ-2,实质上就是结构振动或稳定理论中的瑞利商最小本征值。

In this paper,on the basis of theoretically describing mathematics model of the optimum sample plots in certain monitoring area,systematic research and analysis had been carried out through realitic instances and sampling problem of the optimum sample plots had been solved effectively.

该文在理论描述特定监测区域最样地数学模型的基础上,通过实例进行了系统研究与分析,有效解决了最样地的抽样问题,所得结果可用于指导生产实践。

It is difficult to insure globe convergence for regular BSS algorithms because they are easily trapped into local optimum, which can result in error of separation. This research associates genetic algorithm with traditional BSS and uses global optimize feature of genetic algorithm.

针对多数盲分离算法在多峰值情况下易陷入局部最,难以保证全局收敛而导致分离误差的缺陷,文章将遗传算法与传统盲信号分离算法相结合,把全局收敛性能较好的遗传算法引入信号分离算法的寻过程。

This paper,by applying data mining to analyze the experiment data of eomecon chinanthe alkaloids against oncomelania,gives a new analysing method of multi-factors model,unveils the regular pattern of every factor of the new medicine against oncomelania,and opens out the optimal solution for application.It supplys the theory basis in using eomecon chinanthe alkaloids against oncomelania in reason.

通过应用数据挖掘技术对生物碱杀螺剂实验数据的分析处理,提出了一种新的多因素模型推导方法,揭示了药物杀螺过程中各个影响因素的变化规律,给出了生物碱杀螺剂在实际应用中的最参考条件,为合理利用生物碱杀螺剂进行最效果的杀螺提供了理论依据。

The strategy of decomposition and coordination is proposed based on the resolvability of HEN's exergy-economic objective function, which is between optimizaition of network and optimization of mach units.

在换热网络目標函数可分解性的基础上,本文又进一步提出了换热网络分解协调化的研究策略,它是在各个匹配单元和整个换热网络结构之间进行化协调,並获得换热网络的最结构和各匹配单元的最操作参数。

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However, as the name(read-only memory)implies, CD disks cannot be written onorchanged in any way.

然而,正如其名字所指出的那样,CD盘不能写,也不能用任何方式改变其内容。

Galvanizes steel pallet is mainly export which suits standard packing of European Union, the North America. galvanizes steel pallet is suitable to heavy rack. Pallet surface can design plate type, corrugated and the gap form, satisfies the different requirements.

镀锌钢托盘多用于出口,替代木托盘,免薰蒸,符合欧盟、北美各国对出口货物包装材料的法令要求;喷涂钢托盘适用于重载上货架之用,托盘表面根据需要制作成平板状、波纹状及间隔形式,满足不同的使用要求。

A single payment file can be uploaded from an ERP system to effect all pan-China RMB payments and overseas payments in all currencies.

付款指令文件可从您的 ERP 系统上传到我们的电子银行系统来只是国内及对海外各种币种付款。