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- 多因素CIR模型multi-factor CIR model
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- CIR模型在投资组合套期保值中的应用研究Study on the Application of CIR Interest Rate Model to the Hedging of Portfolio
- 多因素multifactor
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- 然后我们对利率风险的持续期度量方法进行了详细分析,分别介绍了Vasicek模型、CIR模型、HJM模型、Moreno随机波动两因素模型下的持续期模型。In this section we analyze the characteristics, applying range and the correlation of different models and the duration models under various term structure models such as Vasicek, CIR, HJM and Moreno model, etc.
- 多个multi-
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- 实证表明估计出的CIR模型可以用于上交所债券的定价,但用于利率期限结构变化的预测会产生一定的系统偏差.It is concluded that the estimated CIR model can be used to price bonds in the SSE,but it will cause some error when it is used to predict the change of yield curves.
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- 这就说明了在SLM-CIR模型中,分词技术不是影响模型性能的关键因素。This has proved that in SLM-CIR model, the technology of the word segmentation is not a key factor of influencing the performance of models.
- 多因素论multifactor theory
- 给出了CIR模型下欧式期权的渐进定价公式,并利用得到的欧式期权价值微分方程和欧式期权的渐进定价公式,给出了有分红及送、配股的美式期权的渐进定价公式。The asymptotic pricing of European option in the DIR model is derived. And the asymptotic pricing of American option on dividend-paying and placing stocks is discussed using the stochastic differential equation of the value function and the asymptotic pricing formula of the European option .
- 多因素病multifactorial disorder
- 多因素的multifactorial
- 多因素干预对首发2型糖尿病患者颈总动脉内中膜厚度的影响Effects of the multifactorial intervention on common carotid intima-media thickness of first episode type 2 diabetics
- 间断冷晶体液心肌保护下转流温度对系统影响的多因素分析A Multivariate Analysis in the Systemic Effects of Cardiopulmonary Bypass Temperature Under Intermittent Cold Crystalloid Cardioplegia
- 多因素认证dual factor anthentication
- 多因素分类polytheistic classification