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- 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.
- The model of European option pricing for a given stochastic differential equation driven by the Brownian motion and Poisson process is obtained and the solution of the model is given out by using Ito formula and the method of stochastic differential. 针对布朗运动和泊松过程共同驱动下股票价格的随机微分方程;利用Ito公式和随机积分的方法;得到了该形式下欧式期权定价的模型;并给出了模型的求解.
- The formula of the medicine is still a secret. 此药的配方仍是秘密。
- "How do you do?" is a polite formula. "您好。"是客气的套语。
- It was Hart who created the basic formula of the western film. 正是这个哈特创造了西部电影的基本格局。
- Ito formula Ito公式
- A formula for settling the border dispute has been worked out. 已拟定一个解决边界纠纷的方案。
- Managers and workers are still working out a peace formula. 劳资双方仍在商谈制订和解方案。
- They are working on the perfection of their new paint formula. 他们正在努力研制尽善尽美的新颜料配方。
- It's the formula for converting gallons into liters. 这是加仑与升的换算公式。
- One cannot eat one's cake and have ito. 一个人不能把他的糕饼吃掉之后还留在手上。
- Junji Ito was born in Gifu prefecture in 1963. 伊藤润二于1963年在日本岐阜县出生。
- Tama Art University Library in Tokyo by Toyo Ito . 多摩美术大学图书馆在东京的伊东丰雄。
- She tried to wrap up a censure in a polite formula. 她试图用客套的话掩饰指责之意。
- Malakas ang ulan.Maulan sa buwang ito. 这场雨真大,这个月多雨。
- Mycosphaerella larci-leptolepis K Ito et K. 落叶松落叶病菌 Phyllosticta laricis Sawada;
- Ito M, Fujita I, Takeuchi Y, et al. 王俊平;郝跃.
- I'm just trying tu put my feelings ito words,honey. 亲爱的,我只想告诉你我的想法。
- I do not remember all these formula. 这些公式我并不全都记得。
- Formula one cars are the most powerful. 一级方程式赛车马力最大。
