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- If Geometric Brownian motion the is not assumed, the formula fails. 在许多复杂的股价模型下, 买权的解将会更具挑战性。
- Specifically, a new entry decision model will be developed based on the assumption that operating income growth follows geometric Brownian motion. 本研究假设营收服从几何布朗运动下,发展崭新的进入决策模式,以作为国外投资者进入与退出台湾温泉观光事业之策略选择的参考。
- The models used for simulation are the Cox-Ingersoll-Ross interest rate model (CIR) and Geometric Brownian motion. 不过若提供更灵活的养老金提取制度,也许人们会自发的平衡这个问题吧。
- Under the random cash flow and following the geometric Brownian motion,this paper analyzes the investment and liquidation policy of the failing firm which is all-equity financed. 在企业瞬时收益流符合几何布朗运动的条件下,通过建立数学模型,分析了困境企业在不负债情况下的投资、清算策略。
- Thirty years ago, Black and Scholes assumed that stock price follows geometric Brownian motion, and stochastic financial mathematics was then founded based on this assumption. 布朗运动可以描述股票价格,并应用到期权定价等热点金融问题中去,进一步在此基础上建立起金融数学。
- The paper discusses the economic model of the Geometric Brownian motion with Poisson jumps. In the case of the reward function R(x)=ax~2-b, we seek the average optimum solutions of the reward by Ito formula. 本文讨论了带泊松过程的几何布朗运动的经济模型;在收益函数R(x)=ax2-b的情形下;利用伊藤公式;求得平均收益的最优解.
- This paper discusses the economic model of the geometric Brownian motion withIn the case of income function of R ( x)=ax~2b and R ( x)= ax~2-b, it obtains optimal solution of average income using the Ito equation. 本文讨论了带泊松跳跃的几何布朗运动的经济模型泊松过程发生的时候在收益函数R(x)=ax~2b和R(x)=ax~2-b的情形下,利用伊藤公式求得最优的平均收益
- On the assumption that investment fund follows geometric Brownian motion, the pricing model of a short-period insurance contract that is affected by its investment profit is established. 摘要在投资基金价格遵循几何布朗运动的假定下,对短期保险合同,建立了在投资收益影响下的保费定价模型。
- In the second chapter, the paper introduce the model of geometric Brownian motion that the product of investing items satisfied when the bonus rate is not zero. In addition, this chapter introduce the pricing model of barrier investment option. 在第二章着重介绍了在红利不等于零的情况下,投资项目中的产品价格被假定为满足几何布朗运动的模型,并介绍了障碍投资期权的定价模型。
- Option Price Equation of Geometric Brownian Motion 基于几何布朗运动条件下的期权定价方程
- Markov-modulated geometric Brownian motion 马氏调制的几何布朗运动
- THE ECONOMIC MODEL OF THE GEOMETRIC BROWNIAN MOTION WITH POISSON JUMPS 带泊松跳跃的几何布朗运动的经济模型
- RUIN PROBABILITIES AND THE DISTRIBUTION OF MAXIMAL VALUE IN GEOMETRIC BROWNIAN MOTION MODEL FOR ASSETS AND LIABILITIES 资产与负债为几何布朗运动的风险模型的破产概率及最值分布
- The Study of the Economic Model of the Geometric Brownian Motion with Poissonian Jumps 带泊松跳跃的几何布朗运动的经济模型的研究
- Random walks, brownian motion, diffusion. 随机行走,布朗运动,扩散。
- geometric Brownian motion 几何布朗运动
- Hurst exponent plays an important role in brownian motion. hurst指数是描述分数布朗运动的重要指标。
- The origin of flocculation is found in the Brownian motion of particles. 絮凝的起因是建立在粒子布朗运动的基础上。
- As we all known, Brownian motion is an important type of stochastic process. 我们大家都知道,布朗运动是一类很重要的随机过程。
- In his paper, Einstein derived some of the basic math behind Brownian motion. 在他的论文中,爱因斯坦导出了布朗运动的一些基本数学式。