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Introduces the notion of Feynman's path integrals and path integrals approach to financial modeling; Derives the path-dependent options pricing formula by making use of the Lagrange form of path integrals; Discusses Ilinski(2003)'s Gauge model which based on path integrals and fibre bundle, and its application for real-options evaluation; Summarizes the general modeling framework of options evaluation, taking advantage of the Hamilton form of path integrals; Applies the Geske-Johnson's analytical approximation in the path integrals form to the real-options evaluation for investment decisions, detailed procedure is presented under the assumption that underlying asset price dynamic follows a geometric Brownian motion, and the integral reduction for multivariate normal integrals and polynomial approximation for real-options evaluation is given.

系统论述了路径积分概念方法及其在期权估值中的应用,利用路径积分方法的Lagrange表述推导了路径依赖期权定价公式:探讨了基于路径积分和纤维丛的Gauge模型思想方法在实物期权价值评估中的应用;利用路径积分的Hamilton表述形式,总结了基于Hamilton表述的期权估值一般化框架;基于路径积分的形式框架建立了一个新的投资期权估值模型,并在具体的估值算法中给出了多重正态积分的降阶计算和期权价值的多项式逼近方法。

But the numerical differentiation process is very sensitive to even a small level of errors. In contrast it is expected that on average the numerical integration process is much less sensitive to errors.

在DQ方法的基础上,本文提出了一种新的方法——基于最高阶导函数插值的微分求积(differential quadrature method based on the highest derivative,简称DQIHD)方法。

Based on quadratic PEk method, quadratic EPEk method is advanced and itsconvergences are discussed by the conditions of the symmetric positive definite and thepositive-definable Matrix.

基于二次PE_k方法的基础之上,文章提出了二次PE_k方法的外推迭代一二次EPE_k方法,并讨论了其在对称正定和可正定化条件下的收敛性。

On the basis of first and second part, the third part discussed the methods application in the strategic investment case, validating the evaluating method of compound real-options is practicably in the investment decision under uncertainty.

第三部分是对于组合实物期权评估方法的案例分析。论文将组合实物期权评估方法应用于以ABC公司战略性投资为背景的案例中,验证了组合实物期权评估方法在不确定条件下投资决策中所具有的实用性。

The approach of solving mean curvature,Gaussian curvature and principal curvatures of general triangular mesh model was derived.Considering coarse triangular mesh model is often seen,in order to increase the precision of curvatures,combined with Loop subdivision algorithm,the curvature algorithm was further extended.

推导了一般三角形网格模型顶点的平均曲率、高斯曲率和主曲率的计算方法,考虑到经常遇到粗糙三角形网格模型,为提高其曲率计算方法的精度,结合Loop细分曲面算法,进一步拓展了该曲率计算方法。

Simulation results prove that the performance of the new method is similar with the linear interpolation method at the lower velocity; while it is better than the linear interpolation method at the higher velocity and a little worse than the quadratic polynomial interpolation.

通过仿真表明,在低车速时,该算法的误比特率性与线性插值方法基本相同;而在中高车速时,该算法的误比特率性能要明显优于线性插值信道估计方法,与二次插值信道估计方法的性能基本相同。

An example indicates that the method in this paper is feasible, and can replace the conventional quasi statics method.

算例表明了该方法的计算结果与传统方法的一致性,可以替代传统的拟静力学方法。

Considering coarse triangularmesh model is often seen, in order to increase the p recision of curvatures,combined with Loop subdivision algorithm, the curvature algorithm was further extended.

推导了一般三角形网格模型顶点的平均曲率、高斯曲率和主曲率的计算方法,考虑到经常遇到粗糙三角形网格模型,为提高其曲率计算方法的精度,结合Loop 细分曲面算法,进一步拓展了该曲率计算方法。

In handling these problems, integrated test design and evaluation technology is studied in this thesis,the purpose of which is to reduce repetitiveness of test in the developing phase,guarantee quality of test data,make full use of various test i.

针对我国武器装备在其全寿命周期内经历的工作阶段多、各阶段技术状态各不相同但具有一定的继承性、而各阶段特别是全系统现场试验量较少的特点,分析了目前小子样试验方法存在的不足,提出了武器装备综合试验与鉴定的技术框架,重点介绍了支撑该技术框架的综合试验设计方法、小子样多状态试验数据融合处理方法以及战技指标综合评定方法的研究进展,指出了需要进一步研究和解决的问题

Research on the Design Method for Restrainers Based on the factors effected the usage of restrainers, the design methods for the restrainers in use are analyzed, and a new design method is put forward based on response spectrum method. The method is tested with time history analysis. According to the design idea of unseating prevention devices, the static-based approach for restrainer devices is suggested.

5限位器设计方法研究在了解和分析影响限位器作用效果的各种因素的基础上,对现有限位器设计方法的优劣进行对比,提出了基于反应谱法的应用范围更广泛的限位器的实际计算方法,并采用非线性动力时程分析对计算结果进行了验证;参照连梁装置的设计思想,提出了常用的锚固限位器和限位挡块的静力设计方法。

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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。