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- Under the hypothesis of continuous dividend, if the continuous dividend rate is p ,then the price of stock St submit to the stochastic differential equation:we get European call and put option pricing formula and their parity. 在假定股票支付连续的红利率p,且服从跳一扩散过程时得到了股票价格又所满足的随机微分方程为擎一(r一。一*二(。,))“十。飒+u‘从Ot并且在此基础上得到此类支付红利的跳一扩散过程下的欧式看涨看跌期权的定价公式及其它们之间的平价公式.
- The continuous rain had saturated the soil. 连绵不断的雨把土地淋了个透。
- The continuous wet weather has sprouted the barley. 连续下雨的天气已使大麦发芽了。
- They are just like the continuous waves. 它们看起来就像连续起伏的波浪一样。
- He won the match in the continuous three years. 他连续三年赢得比赛。
- The continuous thirst for something. 不断的渴求。
- the continuous dividend 连续红利率
- Critics point to the continuing instability of the company. 评论家们强调公司的形势继续不稳。
- He still smoke despite the continual warning of his doctor. 尽管他的医生多次警告,他还是抽烟。
- Geology here passes over the continuation of the history of man to Archeology. 地质学在此把人类历史的延续移交给考古学。
- He was trying to write, but the continuous noise outside his window put him off. 他想写点东西,可是窗外连续不断的喧闹声使他定不下心来。
- Pollution poses a threat to the continued existence of this species. 污染对这一物种的继续生存造成了威胁。
- In this paper, we apply Laplace transform to obtain an integral representation for the solution for American call options with continuous dividend, and get a nonlinear Volterra integral equation of the second kind for the optimal exercise boundary. 本文利用Lalplace变换方法得到带连续红利的美式石看涨期权价格的积分表示,以及最优执行边界满足的一个非线性的第二类Volterra积分方程。 然后用数值积分公式给出了积分方程的数值觯,从而得到了带连续红利的美式看涨期权价格及其执行边界的数值解。
- The continuous din made sleep impossible. 不断的爆炸声使人不得入睡。
- Nothing can ensure the continuance of love. 没有东西能担保爱情天长地久。
- The continual wet weather is getting me down. 持续的潮湿天气使我沮丧。
- The continuation of the play after the tea interval was ruined by rain. 原定茶点休息后继续进行的比赛因下雨而取消了。
- We'll ignore the continuity constrains. 我们往往忽略连续约束条件。
- The continual noise fretted the woman's nerves. 连续不断地噪声扰得那个妇女神经不安。
- The continuous flow of the brook formed a ravine. 溪水不断流经之处成为峡谷。