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- By applying equivalent martingale measure transformation within the framework of our model,a closed form analytic solution for vulnerable European call option is given. 在这样的模型假定下;采用等价鞅测度变换方法;对有违约风险的欧式看涨期权给出了封闭形式的解析定价公式.
- At last,the paper derivates the pricing formula of European call option by using equivalent measure transformation and martingale methods for two cases: one is consider of stock price, the other is consider of the price of foreign exchange market. 利用等价测度和鞅的方法,分别在以股票价格和以外汇市场的波动率为选择重设点依据的两种情况下推导了它们的欧式看涨期权的定价公式。
- A method for measuring transformation energy (Ept) of strain-induced martensite has been proposed from the tensile curves of 3 metastable steels. 依据应变诱发马氏体相变材料拉伸曲线的特点,提出了一种应变诱发马氏体相变能 Ept的测定方法,并测定了 3种材料在弹塑性失稳与应力平台阶段的相变能.
- The good they have done for me is beyond measure. 他们对我所做的好事简直无可估量。
- We need a yardstick to measure our performance by. 我们的表现需要一个检验的标准。
- That measure will be carried into effect very soon. 这项措施将在最近付诸实施。
- His resignation is a measure of how angry he is. 从他辞职一事可见其气愤的程度。
- dissipative measurable transformation 散逸可测变换
- Can you measure accurately with this ruler? 用这把尺子能量得准吗?
- The measure fell in with popular demand. 这项措施符合人民的要求。
- conservative measurable transformation 守恒可测变换
- The measure was hung up for the session. 这项措施这次会上没有讨论。
- It is equi ed with attack helicopters. 装备有武装直升机。
- equivalent current measurement transformation 等效电流量测变换
- He fascinates me beyond measure. 他使我神魂颠倒。
- Dongguan New Bull Automated Equi pment Co. ; Ltd 技术拓荒 永远领先 N ...
- He have his clothes make to measure. 他的衣服是依尺寸定做的。
- Equi ed and furnished to a high standard. 家具配备高档,设施配备精良。
- Spindle is the measure for yarn. 司品德是纱的度量单位。
- I feel a measure of compassion for her. 我对她怀有一定程度的同情。