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- Suppose that underlying asset follows Constant Elasticity of Variance model(CEV). We derive pricing formula of binary option. 假设标的股价服从不变方差弹性(CEV)模型下,推导出两值期权的定价公式。
- This paper discusses the pricing of lookback options when the underlying asset follows the constant elasticity of variance (CEV) process. 讨论了当基础资产遵循不变方差弹性 (CEV)过程时回顾期权的定价问题 .
- In the real life analysis on CEV model (Constant Elasticity of Variance Model),its unit root test is long been ignored or at most Dickey-Fuller Test is accepted as a valid test. 在应用CEV模型(ConstantElasticityofVarianceModel)的实证分析中,其单位根检验一直被忽略或者被默认可以使用迪基-富勒检验。
- As a common interest rate model,CEV model (Constant Elasticity of Variance Model) has been widely used in the real life analysis. However,its unit root test has long been ignored or at most Dickey?Fuller Test is accepted as a valid test. CEV模型(ConstantElasticityofVarianceModel)作为常用的利率模型,在实证分析中得到了广泛运用,但是其单位根检验一直被忽略或者被默认可以使用迪基-富勒检验。
- Price elasticity demand measuring system, which is set up according to plural linear regression, can help us find the lineal relation between the product demand and product prices. 根据多元线性回归理论建立的需求弹性测量系统模型能够帮助我们确定产品的需求量与自身产品价格和竞争产品价格之间的线性关系。
- Suppose that the price of underlying asset follows Constant Elasticity of Variance model (CEV).We derive the variational inequality equations with which American put option schemes complied. 摘要假设标的股价服从不变方差弹性(CEV)模型下,推导出美式看跌期权所遵循的变分不等方程。
- CES constant elasticity of substitution 不变替代弹性
- Constant Elasticity of Substitution 弹力替代恒量
- Export industries in state face elastic demand; implies employment increases when efficiency increases; thus, no vested interests in inefficiency. 任何一个成员的出口工业都面对弹性的需求,生产效率的提高就会导致就业的增加。所以没有安于低效率的动机。
- CEV ( constant elasticity of variance) model CEV模型
- constant elasticity of variance(CEV) process CEV过程
- A bilevel programming model and heuristic solution algorithm is proposed to model the continuous equilibrium network design problem with elastic demand. 采用双层规划模型描述弹性需求条件下的连续平衡网络设计问题,设计了近似解的启发式算法。
- His wife was a constant inspiration to him. 他的妻子经常鼓励他。
- Abstract Based on intercity passenger traveling elastic demand, the author studied the optimization of combination decision which mixed with bus operating frequency and price. 摘要 基于两城市间旅客出行弹性需求,研究了客运企业客车开行频率与票价的组合决策优化问题。
- constant elasticity of substitution(CES) production functions 不变替代弹性(CES)生产函数
- Her constant complaining just sticks in my craw. 她那不断的诉苦真使我受不了。
- Soft drinks are much in demand this hot weather. 这么热的天气,软饮料需求量很大。
- He's quite within his rights to demand an enquiry. 他完全有权要求进行调查。
- Such a demand borders upon folly. 提出这种要求简直是愚蠢。
- The machinery requires constant maintenance. 这些机器需要经常保养维修。