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- Suppose that underlying asset follows Constant Elasticity of Variance model(CEV). We derive pricing formula of binary option. 假設標的股價(jià)服從不變方差彈性(CEV)模型下,推導出兩值期權的定價(jià)公式。
- This paper discusses the pricing of lookback options when the underlying asset follows the constant elasticity of variance (CEV) process. 討論了當基礎資產(chǎn)遵循不變方差彈性 (CEV)過(guò)程時(shí)回顧期權的定價(jià)問(wèn)題 .
- 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. 在應用CEV模型(ConstantElasticityofVarianceModel)的實(shí)證分析中,其單位根檢驗一直被忽略或者被默認可以使用迪基-富勒檢驗。
- 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)作為常用的利率模型,在實(shí)證分析中得到了廣泛運用,但是其單位根檢驗一直被忽略或者被默認可以使用迪基-富勒檢驗。
- 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. 根據多元線(xiàn)性回歸理論建立的需求彈性測量系統模型能夠幫助我們確定產(chǎn)品的需求量與自身產(chǎn)品價(jià)格和競爭產(chǎn)品價(jià)格之間的線(xiàn)性關(guān)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. 摘要假設標的股價(jià)服從不變方差彈性(CEV)模型下，推導出美式看跌期權所遵循的變分不等方程。
- CES constant elasticity of substitution 不變替代彈性
- Constant Elasticity of Substitution 彈力替代恒量
- Export industries in state face elastic demand; implies employment increases when efficiency increases; thus, no vested interests in inefficiency. 任何一個(gè)成員的出口工業(yè)都面對彈性的需求,生產(chǎn)效率的提高就會(huì )導致就業(yè)的增加。所以沒(méi)有安于低效率的動(dòng)機。
- CEV ( constant elasticity of variance) model CEV模型
- constant elasticity of variance(CEV) process CEV過(guò)程
- A bilevel programming model and heuristic solution algorithm is proposed to model the continuous equilibrium network design problem with elastic demand. 采用雙層規劃模型描述彈性需求條件下的連續平衡網(wǎng)絡(luò )設計問(wèn)題，設計了近似解的啟發(fā)式算法。
- His wife was a constant inspiration to him. 他的妻子經(jīng)常鼓勵他。
- 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 基于兩城市間旅客出行彈性需求，研究了客運企業(yè)客車(chē)開(kāi)行頻率與票價(jià)的組合決策優(yōu)化問(wèn)題。
- constant elasticity of substitution(CES) production functions 不變替代彈性（CES）生產(chǎn)函數
- Her constant complaining just sticks in my craw. 她那不斷的訴苦真使我受不了。
- Soft drinks are much in demand this hot weather. 這么熱的天氣，軟飲料需求量很大。
- He's quite within his rights to demand an enquiry. 他完全有權要求進(jìn)行調查。
- Such a demand borders upon folly. 提出這種要求簡(jiǎn)直是愚蠢。
- The machinery requires constant maintenance. 這些機器需要經(jīng)常保養維修。
