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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。

On the basis of introducing the fixed point of Banach theorem, this paper firstly elaborates the important application of the existence of the solution of the linear algebraic equation and the ordinary differential equation, then it narrates the important application of obtaining the leading Newton repetitive process and the natural number the inferior square root and the equation root in the approximate calculation.

本文在介绍Banach不动点定理的基础上,首先阐述了其在线形代数方程、常微分方程解的存在性中的重要应用;然后讲述了其在求导Newton迭代法、求自然数的次平方根、求方程根的近似计算中的重要应用;最后,介绍了其在求一类递推数列极限中的应用。

Author, secondly, starts from the approximate expandness of square root operator, perform mathematical calculations for finite difference operator in frequency-space domain, Fourier finite difference operator in mixing domain(frequency-space and frequency-wavenumber domain) and general screen operator in mixing domain, compare and discuss their precision of their wavefield, adaptability for lateral velocity variations, computation efficiency and stability.

第二,从平方根算子的近似展开出发对频率—空间域的有限差分算子、混合域(频率—空间域;频率—波数域)的Fourier有限差分算子、混合域的广义屏算子进行了推导并对其波场描述精度、对横向变速的适应性、计算效率和稳定性进行了比较与评述。

Applying a power of 0.5 to the input2 value of the Multiply Divide node calculates the square root of that input1 value, completing the calculation necessary to find the linear distance of any point within the sphere from the center of the sphere.

在Multiply Divide节点里赋予INPUT2数值一个幂值0.5去计算INPUT1值去平方根,完成的计算结果将得到在球上的任何点从球心到该点的线性距离。在图像上右侧上的在球上距离中心的边界点是通过执行下面计算过程来决定值的,它是1

A new group of autocorrelation topological index (At、Bt、Ct and Dt) was designed and developed based on the vertex degree of molecular topology and autocorrelation function of mathematics. The autocorrelation functions were calculated from the square root of the vertex degree、modified vertex degree and their combination, that is d i、、 and . The matrix description method and the algorithm of computer software have been developed for the new topological index calculation.

针对目前自相关拓扑指数的计算完全依赖于实验参数而存在的问题,以分子拓扑学点价和自相关函数研究为基础,将点价、修正点价及其组合:、、、的平方根分别作为自相关函数中的f,设计开发出一组新的以点价计算为基础的自相关拓扑指数At、Bt、Ct和Dt。

In this paper, the maximum likelihood algorithm with process and measurement noise for nonlinear continuous-discrete system given by Jategaonkar and Plaetschke is improved in two aspects: 1 to avoid the disadvantages of sensitivities computation by common finite-difference method, in which the perturbation sizes should be selected optionally, an improved finite-difference method with best perturbations, is presented. 2 to improve the numerical stability of Jategaonkar's algorithm, maximum likelihood algorithm with fast triangular square-root decomposition filter is given.

摘要对Jategaonkar等人给出的同时计及过程及观测噪声的非线性连续-离散系统的极大似然算法从两个方面进行了改进:1给出了计算灵敏度的最佳摄动有限差分算法,避免了普通有限差分法计算灵敏度矩阵时需人为选择参数摄动量大小而带来的缺点;2给出了具有快速三角化平方根滤波的极大似然算法,提高了原算法的数值稳定性。

By measuring the vapor-liquid equilibrium of ethanol- hexamethylene -NaI and verifying the data by means of ternary Gibbs-Duhem equation,the data of the vapor-liquid equilibrium of ethanol- hexamethylene -NaI were in agreement with both criterions.

假定NaI的平均活度系数可表示为盐浓度平方根(m1/2)的幂级数,采用全部合格的汽液平衡数据拟合出幂级数中的各项参数,从而获得在双液比固定条件下盐在非水混合体系中的活度系数。

The XRD patterns showed that the major peaks are at 18.80°, 15.20°, 33.85°, 23.65° and 24.02°, respectively, which are in very good agreement with the values of lanthanum potassium hexacyanoferrate tetrahydrate, further confirms that the compound obtained by the electrochemistry is a crystal of LaKFe〓·4H〓O.

峰电流与扫描速率的平方根在10∽750mV/s的范围内呈线性关系,表现出扩散控制的特征;在此基础上,计算了铁氰化镧在铂电极表面的浓度和钾离子在膜中的扩散系数。

The results indicate that the deviation of viscosity concentration is still not acceptable for most of the pigments, although the solid content of pigment slurry is well linear with the reciprocal of the square root of viscosity. Furthermore, the slight fluctuation of solid content which is close to the viscosity concentration can cause significant variation of the low shear viscosity according to the calculation, and result in the uncredible test value of viscosity concentration.

结果表明,尽管颜料悬浮液固含量与黏度平方根倒数的线性关系相当好,但对于相当一部分颜料,由此得到的黏浓度数据偏差仍然不可接受;而且根据测算,在黏浓度点附近,固含量的微小波动会造成低剪切黏度很大的变化,导致黏浓度的测定结果不可靠。

Questions in this content area are based on basic operations using whole numbers, decimals, fractions, and integers; place value; square roots and approximations; the concept of exponents; scientific notation; factors; ratio, proportion, and percent; linear equations in one variable; absolute value and ordering numbers by value; elementary counting techniques and simple probability; data collection, representation, and interpretation; and understanding simple descriptive statistics.

这方面的考试内容包括实数、小数、分数和整数的基本运算;位值;平方根和近似值;指数的概念;科学记数法;项;比率,比例以及百分比;只有一个未知数的线性方程;绝对值和数值的排列;初级的计数技巧和简单的概率;数据的收集、整理与说明;并理解简单的描述性统计数据。

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