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On the basis of the theory of option pricing,We study the connection between America call option and European call option;Under the assumption condition of Black-Scholes formula ,use the theory of martingales and stopping time,get the conclusion that: the price of America call option equals the price of European call option; Discuss some numeric computing methods of the put America option pricing, with the invarional inequaility for optimal stopping, prove the boundary property of America put option price ...

基于期权定价的基本理论,研究美式看涨期权与欧式看涨期权之间的关系;在Black-Sc holes公式假设条件下,利用鞅和停时理论,得美式看涨期权的价格与欧式看涨期权的价格相等;探讨美式看跌期权价格的数字化计算,在相关假设条件下,利用基于最优化时的变分不等式证明了美式看跌期权价格的有界性,并介绍了几种美式看跌期权价格的数字化计算方法。

By regression analysis of the obtained data, a relationship has been found between the bath depth and ingot height, which can be expressed by an exponential function, h(0,Y)=A e-B/Y, where A is the asymptotic value of the exponential function (when Y→∞hmax=A), B is a shape coefficient of the curve.

通过对已得数据的回归处理,找出了熔池深度h及锭高Y间的相关规律,得到h_(0,Y)=A·e_的指数函数关系,A是指数方程的渐近线,当Y+∞时h_(max=A是曲线形状系数。A和B均为重熔电流的函数,A=f_1,B=f_2,所以,h_(0,Y)=f_3。

The foundation of this system provides a good reference to promote the standardization and intelligence of the overhaul and maintenance of vacuum switches. This paper develops a special HF pulse power supply for internal pressure estimation, which achieves the output of HF-HV sinusoidal pulse wave whose frequency and amplitude can be modified respectively, and meets the design requirements according to the results of Simulink simulation and practical experiments. With the help of AT89S52, this paper designs an I~2C serial bus based signal detection system for peak value signal acquisition of HF pulse currents, which communicates with the upper computer by asynchronous serial communication for uploading the data. In the upper computer, a human computer interface is developed by Matlab software, whose functions are to do some computation and graphic display, such as calibrating the relation curve of vacuum degree and peak value of HF pulse currents, vacuum degree computation, and vacuum lifetime evaluation analysis basing on grey forecasting model as well as making relative suggestions.

本文研制了用于真空度检测的高频脉冲电源,通过Simulink仿真和试验检验其满足设计要求,实现了电压幅值和频率独立可调的正弦波高频高压脉冲输出;利用以AT89S52为核心基于I~2C串行总线的信号检测系统实现高频脉冲电流峰值信号的采集,通过异步串行通信实现单片机与计算机之间的数据通信,将检测数据传至上位机;在上位机利用Matlab开发人机交互界面,实现相关数据处理和图形显示,包括真空度——高频脉冲电流峰值关系曲线标定、真空度数值计算、基于灰色预测模型的真空寿命评估分析和提出相应决策建议。

Objective: To analyze the risk factors of carotid atherosclerosis.

目的:探讨颈动脉粥样硬化的危险因素及与相关炎症因子产生的关系。

Furthermore, the metallic glass samples are prepared by vacuum injection method and the rationality of above-mentioned relationships and RBF models is directly verified. It is shown that there are extremum phenomena between the Rc andΔd ,Δe and v respectively. However, the positions of the extremum are different from different alloy systems and the extremum phenomena may be related to the optimum composition region and the optimum additive quantity. More elements in the alloy are in favor of the improvement of the GFA. And as for the high GFA alloy, the atomic percentage, atomic radius difference and atomic electronegativity difference are harmoniously matched.

d、Δe和v与临界冷却速度Rc的关系中都出现极值现象,对于不同的合金体系,极值出现的位置不同;金属玻璃的最优成分范围以及各种添加元素的最佳添加量行为,可能与此极值现象相关;合金中包含的组元数目多有利于提高其玻璃形成能力,玻璃形成能力强的合金,其各个组元的原子百分含量、组元原子半径差及其电负性差之间的搭配是很和谐的;融合建模的合金系之间包含的主要组元数量和种类越相近,所建立的模型的可靠程度越高,其预测结果与实测结果越吻合。

Objective The study of relationship among idiopathic thrombocytopenic purpura,virus infection and platelet-associated autoantibody in different age children.

目的 探讨不同年龄组的儿童特发性血小板减少性紫癜与病毒感染及血小板相关抗体的关系。

Proceeding from the correlation of local spatial zone,some theories and methods,such as location quotient,imbalance coefficient,spatial autocorrelation is applied to analyse the spatio-temporal character of the development of road passenger transportation.

从区域内部空间单元的相互关系出发,应用区位商、非平衡性系数、空间自相关等理论和方法分析道路客运发展的时空特征,建立一套区域道路客运发展时空结构分析体系,主要包括非平衡性体系、相关性分析体系、分析方法及衡量指标。

The analysis of the continuous property of raw silk size Setting the decaying rateλand the quasi-cycle value T in the model of the silk size autocorrelation coefficient, building the time series of a single cocoon reeling silk size with autoregressive model, then by combining k such time series according to different phrase, obtained time series of the raw silk size, and finally count up the silk size deviation of the time series.

利用一理想化的正弦波模型生成一粒缫生丝纤度时间序列,通过调查该模型中波动幅度及波动周期的变化对自相关系数序列衰减率的影响,初步建立起一粒缫生丝纤度自相关系数列衰减率λ与纤度时间序列特征数之间的关系式。从而使我们可以生成具有要求连续性特征的生丝纤度时间序列,为进一步研究生丝纤度连续性特征提供了新的途径。

To represent the shape content of an image, the edge orientation autocorrelogram is used. To represent color features, local color cumulative histogram is computed, and to solve the problem of lacking the spatial knowledge of the histograms, we also extract the color moments of the partitions.

用边缘方向自相关图表示图像的形状内容;对于颜色特征,计算图像颜色的局部累加直方图,同时为了弥补其不包含颜色空间分布关系的缺点,又提取了分块的颜色矩,并利用高斯模型对各特征距离进行归一化,综合上述三个归一化距离,进行全局相似度量。

In the second,third and forth section, we use Vector AutoRegression model, Granger Test of Causality and Pearson simple correlation to process the data set.

第二步,我们利用经济计量学中的向量自回归模型、格兰杰因果关系检验模型和pearson相关系数法对数据进行分析处理。

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According to the clear water experiment, aeration performance of the new equipment is good with high total oxygen transfer coefficient and oxygen utilization ratio.

曝气设备的动力效率在叶轮转速为120rpm~150rpm时取得最大值,此时氧利用率和充氧能力也具有较高值。

The environmental stability of that world - including its crushing pressures and icy darkness - means that some of its most famous inhabitants have survived for eons as evolutionary throwbacks, their bodies undergoing little change.

稳定的海底环境─包括能把人压扁的压力和冰冷的黑暗─意谓海底某些最知名的栖居生物已以演化返祖的样态活了万世,形体几无变化。

When I was in school, the rabbi explained everythingin the Bible two different ways.

当我上学的时候,老师解释《圣经》用两种不同的方法。