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- This paper discusses the estimation of drift parameter of stock price process,and the properties of the estimator is also discussed. 本文討論了股票價(jià)格過(guò)程飄移系數的估計問(wèn)題，給出了估計量的性質(zhì)
- Based on the price process and the optimal output model, generation asset can be valuated by spread real option approach. 基于上述電價(jià)過(guò)程和優(yōu)化輸出模型，可對發(fā)電資產(chǎn)做實(shí)物期權估計。
- In the option pricing with martingale way, the most important aspect is finding the equivalent martingale measure to make the discounted stock price process become martingale. 摘要在期權定價(jià)的鞅方法中最重要是找到等價(jià)鞅測度，使得貼現的股票價(jià)格過(guò)程是鞅。
- Provided that stock price process is a jump-diffusion process, the rate of return and the volatility are functions of time, the pricing formula of exponential European jump option can be obtained with the principle of equivalent martingale measure. 摘要假定股票價(jià)格過(guò)程服從跳躍－擴散過(guò)程，且無(wú)風(fēng)險利率，股票收益率、波動(dòng)率均為時(shí)間函數，利用等價(jià)鞅測度方法得出了支付函數為冪型的歐式期權定價(jià)公式。
- Methods By changing basic assumption of Black-Scholes option pricing model,utilize the partial differential equation to study underlying asset pricing process which is mixed process. 方法改變Black-Scholes期權定價(jià)模型的基本假設,運用隨機微分方程研究標的資產(chǎn)服從混合過(guò)程的期權定價(jià)。
- The clerk attached a price tag to each article. 店員給每一件商品系上標價(jià)簽。
- The Inference of the Variance Function of a Stock Price Process 股票價(jià)格過(guò)程方差函數的統計推斷
- It's almost impossible to agree on a unified basic price. 幾乎不可能商定一個(gè)劃一的基本價(jià)格。
- She peered at the tag to read the price. 她細看標簽以看清價(jià)格。
- Can you give me a price list with specification? 你能否給我一份有規格說(shuō)明的價(jià)目單嗎？
- Stock price process with the long range percolation system 股票價(jià)格過(guò)程與長(cháng)程滲流系統
- A price of $1000 was set on the jewel thief's head. 懸賞1000美元抓住這個(gè)珠寶竊賊。
- Six to one is a good price for that horse. 那匹馬有六比一的賠率很不錯。
- You can't put a price on that sort of loyalty. 那樣的忠心是不能用金錢(qián)來(lái)衡量的。
- I got involved in a quarrel about the price. 我被卷入了一場(chǎng)有關(guān)價(jià)格的爭吵。
- The act or process of assessing value or price; an appraisal. 估價(jià)評估價(jià)值或價(jià)格和行為或過(guò)程; 估價(jià)
- I pegged him down to a price for the work. 我已經(jīng)讓他把那作品的價(jià)錢(qián)定妥。
- The Estimation of Drift Parameter of Stock Price Process 股票價(jià)格過(guò)程飄移系數的估計
- We will make some concession in price. 我們將在價(jià)格上做些讓步。
- They refused to accept less than the asking price. 他們言無(wú)二價(jià)。
