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- And the convergence for the binomial tree method of fraction to vanilla European/American options were proved by employing the notion of viscosity solution. 利用粘性解方法,证明模型对标准欧式/美式期权的收敛性。
- Binomial trees methods 二叉树法
- binomial tree method 二叉树模型
- This paper firstly reviews the pricing theories of Convertible Bonds, compared with other pricing methods, Binomial Tree Model is more effective in Convertible Bonds pricing. 本文首先对可转债的定价理论进行了回顾,通过比较看到二叉树模型在我国可转债定价中具有很强的实用性;
- Flexible ranking is provided based on how the spanning binomial tree is traversed. 四、基于该二元展开树的遍历方式,能够提供富有弹性的定序机制。
- It was a smash hit. This dissertation firstly introduces the classic Balck-Scholes model for European style options and the binomial tree pricing model for American style options. 本论文从Black-Scholes经典期权定价模型和二项式期权定价模型入手,结合外汇期权自身特点,在Black-Scholes期权定价模型和二项式期权定价模型基础上推导出欧式外汇期权和美式外汇期权的定价公式。
- Bond Value Calculator makes it possible to estimate the prices of bullet and callable bonds using the arbitrage-free binomial tree of risk-free short rates model. 债券价值计算器,使我们能够估计价格的子弹和赎回债券,利用套利免费二叉树的无风险的短期利率模型。
- Evolutionary decision tree method has the advantage of global search. 演化决策树方法将传统的决策树算法与演化算法相结合,具有全局搜索的优点。
- In this paper, we will not do this and take use of a binomial tree to predict the interest rate path, with which pricing callable bond being listed in intra-bank bond market of China. 本文并不采用分拆可赎回债券的方法,而是采用一种二叉树利率图方法对利率路径进行估计,并利用中国银行间债券市场的交易数据进行实证分析。
- In the paper, the problem of freeway incident duration prediction is studied by decision tree method. 利用决策树方法对高速公路事件持续时间预测问题进行研究。
- Method In the paper,the tree method was proposed for solving the collinearity in data from Yunnan Tin Cooperation. 方法本文利用树结构的基本原理,对数据作树型分层,在各层内分析变量的局部效应及具体的作用方式。
- Empirical test shows that this approach outperforms the genetic algorithm and classification tree method. 实证分析表明,该方法比单独使用分类树方法或遗传算法的分类准确率高。
- multi-steps binomial tree option 多期二叉树期权
- This paper mainly discusses the problem of quantifying organizational factors in high risk and complicated technical system using decision tree method. 主要探讨运用决策树方法对高风险复杂技术系统组织因素量化的问题。
- This article introduces in detail,the source,principle of the success tree method and three kinds of calculation methods,expounds concretely how to establish the success ... 由于本方法不受已知矿床数量、预测区面积大小的限制,适用于不同矿种、不同类型、不同比例尺的资源评价,具有良好的发展前景。
- In this paper, a strategy which combines cluster method and phylogenetic tree method was discussed to solve the problem. 本文试图通过结合聚类分析和进化树分析的方法以解决此问题。
- Embedding binomial trees into the twisted-cube connected network 扭立方体连接网络中二项树嵌入的研究
- Then, as examples, the diary management system, octonary furcated tree method, separating deal of date and time and abnormity check-up system were used in respect region. 如建立日志系统、将八叉树编码方式应用到监测系统测点的编号、建立监测值异常检出系统等,并给出了部分实例。
- The wind was whispering in the trees. 一阵风穿过树林沙沙作响。
- Analysis using trouble tree method of safety system engineering to an accident of doublelegs cut by belt filings is made and the protective measures are put forward. 利用安全系统工程学中事故树分析法对带状屑割伤车工双腿事故进行了分析,并提出了防止事故发生的预防措施。