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- 指数O-U过程exponential Ornstein-Uhlenback process
- 分数指数O-U过程fractional exponential O--U process
- 证明了在指数O U过程模型下保险精算定价是一有套利定价.We prove that insurance actuary pricing is arbitrage under the exponentila O-U process model.
- 研究了[1]中所使用一类指数O-U过程的推广,给出了其解析解并具体算出了其数字特征,最后指出其极限情形就是我们熟悉的几何布朗运动。In this paper, we focuses on the extended form of a class of O-U process used in [1], presents its analytical solution and specifically calculates its numerical characteristics, at last points out that its limit process is our familiar process-geometric Brownian motion.
- 指数index
- 氧化还原指数O/Rvalue
- O-U过程O-U process
- 在过程中in the process of
- 上证指数Index of Shanghai Stock Exchange
- 分数O-U过程fractional O-U process
- 指数的exponential
- 制作过程manufacturing process
- 指数函数quantity in the exponent
- 操作过程action cycle
- 在工作过程中on-stream
- 指数分布exponential distribution
- 运输过程transportational process
- 综合指数aggregative index number
- 奥巴克过程orbach process
- 指数增长exponential increase