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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. 本文讨论了股票价格过程飘移系数的估计问题,给出了估计量的性质
- 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. 摘要在期权定价的鞅方法中最重要是找到等价鞅测度,使得贴现的股票价格过程是鞅。
- Based on the price process and the optimal output model, generation asset can be valuated by spread real option approach. 基于上述电价过程和优化输出模型,可对发电资产做实物期权估计。
- 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. 方法改变Black-Scholes期权定价模型的基本假设,运用随机微分方程研究标的资产服从混合过程的期权定价。
- 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. 摘要假定股票价格过程服从跳跃-扩散过程,且无风险利率,股票收益率、波动率均为时间函数,利用等价鞅测度方法得出了支付函数为幂型的欧式期权定价公式。
- The clerk attached a price tag to each article. 店员给每一件商品系上标价签。
- The Inference of the Variance Function of a Stock Price Process 股票价格过程方差函数的统计推断
- It's almost impossible to agree on a unified basic price. 几乎不可能商定一个划一的基本价格。
- She peered at the tag to read the price. 她细看标签以看清价格。
- Can you give me a price list with specification? 你能否给我一份有规格说明的价目单吗?
- Stock price process with the long range percolation system 股票价格过程与长程渗流系统
- A price of $1000 was set on the jewel thief's head. 悬赏1000美元抓住这个珠宝窃贼。
- Six to one is a good price for that horse. 那匹马有六比一的赔率很不错。
- You can't put a price on that sort of loyalty. 那样的忠心是不能用金钱来衡量的。
- I got involved in a quarrel about the price. 我被卷入了一场有关价格的争吵。
- The act or process of assessing value or price; an appraisal. 估价评估价值或价格和行为或过程; 估价
- I pegged him down to a price for the work. 我已经让他把那作品的价钱定妥。
- The Estimation of Drift Parameter of Stock Price Process 股票价格过程飘移系数的估计
- We will make some concession in price. 我们将在价格上做些让步。
- They refused to accept less than the asking price. 他们言无二价。