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算术几何平均

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It was supposed that the dynamic moving process of the stock price and the return was driven by Geometry Brownian Motion and the lognormal distribution respectively. Takinginto account the riskneutral environment, we got a closedform analytical formula for deferred arithmetic asian options by the method of Taylor expansion of the stochastic integral formula within the terminal payoff. Furthermore, with the series definition of the definite integral, we transferred the continuous problem into a discrete one which is simpleenough to figure out. Meanwhile we tested the accuracy of the formula with the Monte Carlo simulation as a benchmark and the result shows that the formula can be utilized to price the related financial derivatives.

在标的价格服从几何布朗运动、收益服从对数正态分布的前提下,通过风险中性定价原理,对到期损益中的随机积分进行任意次Taylor近似,并由级数定义将此连续问题离散化,给出了延期算术平均亚式期权封闭形式的解析定价公式,并与Monte Carlo模拟得到的价格作为标尺对得到的公式进行精确性检验,结果表明,所得公式可以应用到金融实务中对此类衍生品定价中。

However, the weighted geometric mean method is simpler than the weighted arithmetic mean method, and the former can keep the reciprocity of the improved judgement matrix without transformation.

理论分析表明:虽然这2种方法都具有收敛性,且均可对一致性较差的判断矩阵进行修正,但加权几何平均法比加权算术平均法简洁,且前者无需通过转换,直接保持了修正后的判断矩阵的互反性。

Results: Resultantly, the arithmetic mean could be merely compared by months within an individual hospital.

结果:非同质性下的医院间资料,几何平均更较传统算术平均来得更适宜计算与比较CMI。

Unweighted indices are simple arithmetic or geometric averages.

不加权的指数指简单算术平均或几何平均数。

The conclusion indicated that the consistency of GMJ was less than the mean of the consistencies of judgments.

结论表明,几何平均综合矩阵的一致性指标要小于各决策矩阵一致性指标的算术平均数。

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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。