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This paper deals with the conditional density function of spot interest rate of CIR model and gives the explicit expression of bond price as a function of the spot interest rate. 本文对CIR模型运用Kolgomorov向后方程给出即期利率的条件密度所满足的偏微分方程 ;并用谱方法将该密度表达成一个Laguerre型的正交级数之和 ;借助一个经验级数和公式 ;我们得出了该和式的第一类修正贝塞尔函数表达式 .
conditional density of stationary process 平稳过程的条件密度
unknown conditional density function 未知条件的密度函数
Generalized Autoregressive Conditional Density Model 广义自回归条件密度模型
Approximation Rates of Nearest Neighbor-Kernel Estimator for the Conditional Density 条件密度近邻-核估计的逼近速度
The density of population in this city is very high. 这个城市的人口密度非常高。
On the Conditional Density Function of CIR Model and an Analytical Solution for Bond Price Via Variable Separation Method 关于CIR模型中即期利率的条件密度及贴现债券定价(英文)
"If we go" is a conditional clause. "要是我们去的话"是条件子句。
The duration of such conditional release. 假释期这种有条件释放的期限
The area had a population density of five people per square mile. 该地区人口密度为每平方英里五人。
Depending on a proviso; conditional. 有附带条件的依赖于限制性条文的; 条件性的
The density goes down exponentially with height. 分子密度随着高度的上升而指数衰减。
The population density is evened out. 种群密度亦趋于均匀化。
Density exceeded 100 nests per mile. 丝巢密度超过每英里100巢。
This is conditional on the overall plan. 这决定于总的计划。
Do you know the density of population in this area? 你知道这个地区的人口密度吗?
This wave of excess density is sound. 这种过剩密度的波就是声波。
The density logger consists of a radiation source. 密度测井仪包括辐射源。
The conditional must produce a boolean result. 条件必须产生一个布尔结果。
Methods Investigating the rodent density by ELTON. 方法用ELTON夹夜法对鼠密度进行调查。