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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。

For a geometry and its group, an element of the group is sometimes called a ''' motion ''' of the geometry.

对于一个几何和它的群,群的一个元素有时叫做该几何的一个'''运动'''。

Using the relations between harmonic conjugation elements,we can determine the relations between polar point and polar line more widely.

度量几何中圆的切割线之间所确定的数量关系,推广到射影几何里一般二次曲线中,利用调和共轭元素之间的关系,更广泛地确定了极与极线的相互关系,着重介绍了二次曲线的度量性质与射影性质的内在联系。

The special geometric restrictions like parallelism andperpendicularity implicated in vanishing elements are deeply studied. In single-view case,the theory is presented to interpret relationship between two planar lines by applying 3Dinvariants of vanishing points. In two-view case, the method on extraction vanishing pointof an arbitrary spatial line is described, and moreover, the theory is presented to interpretrelationship between two elements in 3D space, such as two lines, two planes, line andplane, and so on.

4详细论述了消失元素(消失点、消失直线、消失平面等)所体现的垂直、平行等特殊几何约束关系;对单视图,提出了一种利用消失点列的3D不变量解释平面直线关系的方法;对双视图,提出了利用自共轭三角形和对极几何约束,提取任意直线的消失点的算法,并在此基础了提出了一种利用消失元素的3D不变量解释直线间、直线与平面间、平面间等多种空间几何关系的方法。

A new method to recognize some special features such as thin-wall features and bar-shaped features which could be reduced dimensionally is also developed.

本文在研究几何模型边界元素的细微度量化方法的基础上,提出了实体模型的细微特征识别和分解方法,实现几何模型的自动简化。

4Have done a great deal of research work, while on the stiffened ones, Wanget al. [5, 6, 7] have also done a series of research work. But up to now, tothe author's best knowledge, there have been no papers reported in the openliterature on the stability analysis of the laminated composite shells of revo-lution, both unstiffened and stiffened, by the finite element method.

在SABA族元素[1]的基础上,把复合材料各向异性的弹性性质考虑进去,把纵向筋条处理成为空间梁,计入梁偏心的影响,由梁的基本弹性和几何刚度矩阵出发,经过一系列变换,推导出与SABA元素相协调的新的弹性和几何刚度矩阵,从而较为精确地得到了复合材料叠层及加筋的稳定性分析结果。

A method of computing certain inaccessible distances or heights based on similarity of geometric figures and attributed to Thales presaged more abstract approach to geometry taken by Euclid in his Elements , one of the most influential books ever written.

一种方法计算某些无法距离或高度相似性的基础上几何数字和归因于泰勒斯预示较抽象的做法所采取的欧几里得几何的元素,其中最具影响力的书籍写。

In order to satisfy the user cognitive demands,the simplification map are used to provide the whole route information which includes only simplification route and the landmarks on the way,and the map display contents are visualized depending on the placename"s ranking;the paper also studies the different simplify principles from traditional map synthesis,that is ,releases the veracities of route geometry elements such as length and angle for the sake that the relative user"s task cognitive informations are displayed with clarity and legible on the limited screen;researches on the route simplify algorithms that preserving the topology-coherence.the paper exploits the application software for LBS navigation service.

在满足用户当前认知需求前提下,提出用简化路线图提供整个路线信息,简化图中包含已简化过的路线和路线两边的地标,而且地图内容可视化依据于地名等级;研究不同于传统制图综合原则的路线认知简化原则,即放松路线中几何元素的准确度,以确保与用户任务相关的道路认知信息最大清晰度地展现在有限屏幕上;研究保持拓扑一致性的快速路线简化算法。

A geometric correction model of tri2CCD line sensor imaging is established by use of outer orientation elements synchronously recorded by IMU and inner orientation elements cali2 brated in the lab. At last geometric distortions and geometric corrections are simulated on the computer.

利用由惯性导航系统同步记录的CCD 线阵传感器的外方位元素和在实验室标定的CCD 像元的内方位元素建立3 条CCD 线阵传感器成像的几何校正模型,通过仿真实现了遥感成像的几何畸变及几何校正。

Based on the garment design with the meshes, we assort spline curve into two types, that is to raisene idea that the ring and characteristic line are the basic geometry elements of three-dimensional garment model.

从人体服装设计所用曲面出发,通过对样条曲线进行分类,提出将环和特征线作为人体服装三维建模最基本的几何元素,并详细介绍了利用双线性插值法对人体服装中的两类子曲面进行三维建模的方法,从而在将参数化方法运用到高层次图素如样条曲线、曲面等方面作了尝试和推广

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推荐网络例句

We have no common name for a mime of Sophron or Xenarchus and a Socratic Conversation; and we should still be without one even if the imitation in the two instances were in trimeters or elegiacs or some other kind of verse--though it is the way with people to tack on 'poet' to the name of a metre, and talk of elegiac-poets and epic-poets, thinking that they call them poets not by reason of the imitative nature of their work, but indiscriminately by reason of the metre they write in.

索夫农 、森那库斯和苏格拉底式的对话采用的模仿没有一个公共的名称;三音步诗、挽歌体或其他类型的诗的模仿也没有——人们把&诗人&这一名词和格律名称结合到一起,称之为挽歌体诗人或者史诗诗人,他们被称为诗人,似乎只是因为遵守格律写作,而非他们作品的模仿本质。

The relationship between communicative competence and grammar teaching should be that of the ends and the means.

交际能力和语法的关系应该是目标与途径的关系。

This is not paper type of business,it's people business,with such huge money involved.

这不是纸上谈兵式的交易,这是人与人的业务,而且涉及金额巨大。