算术几何平均

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。

The split between the two groups can hardly be papered over.

这两个团体间的分歧难以掩饰。

This approach not only encourages a greater number of responses, but minimizes the likelihood of stale groupthink.

这种做法不仅鼓励了更多的反应，而且减少跟风的可能性。