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geometric average中文

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用"geometric average"造句"geometric average" in a sentence"geometric average"怎麼讀

中文翻譯手機手機版

  • 比例中項
  • 幾何平均數
  • 幾何平均值

例句與用法

  • The pricing formula of barrier option based on the geometric average assets
    障礙期權推廣到幾何平均資產情況下的定價公式
  • Pricing of asian options with discrete geometric average in the jump - diffuse process
    跳躍擴散型離散幾何平均亞式期權的定價
  • The model of asian put option pricing with geometric averaging and transaction costs under the cev process
    下有交易費用的亞式看跌期權定價模型
  • The comparison between continuos random variables and power function distribution and some strong limit theorems of geometric average
    連續型隨機序列與冪函數分布的比較及幾何平均的若干強極限定理
  • The arithmetic mean expectation model is not able to measure the income of portfolio investment correctly as bonds are a kind of successive investment , but the geometric average expectation can measure the income of successive investment
    摘要由于證券是一種連續投資,算術平均收益率并不能完全反映投資的收益情況,而幾何平均期望收益率才能反映連續投資的實際收益。
  • Evading risk in financial trading market cries for pricing options to a nicety . asian option , as the most flourish options in the finace market , the pricing has been focused on always . the exact pricing formula for the geometric average asian option had existed , but as to the european - style arithmetic average asian option , due to the dependence structure between the prices of the underlying asset , no analytical formula exists . on the hypothesis that the market is frictionless and without transaction costs 、 on the base of b - s ’ s and in the binomial tree model , we provide several algorithms for computing an accurate value of the european - style arithmetic average asian option . following rogers and shi and by jensen ’ s inequality , many different upper and lower bounds are provided ; meanwhile a formula have got by the comonotonicity and approximating the distribution function . all of the algorithms are easy for programming . with the development of computer , more accurater price can be computed quickly . and numerical example proved that these algorithms are very accurate
    對于幾何平均亞式期權它的定價相對簡單,已經給出了定價公式。對于算術平均亞式期權,它的未定權益具有軌道依賴特性,一直沒有得到它的定價方程的解析解形式。本文基于對市場是無摩擦且在沒有交易費用的情況下,在b - s模型下,利用二叉樹模型給出了算術平均亞式期權定價方法;并總結了利用jensen ’ s不等式給出的各種不同情況下的上下界;同時應用共單調性和近似分布函數的方法也給出了算術平均亞式期權價格的近似公式。
  • Analyze the traditional accurate data calculation shortage , then combine the ahp and owga to establish a new general system model : howga ( hierarchy ordered weighted geometric averaging ) , and apply this system model in knowledge and the knowledge sharing partners multilayer choice for virtual enterprises
    在分析傳統精確數據計算不足的基礎上,結合層次分析法( ahp )和有序加權幾何平均( owga ) ,提出一種新的通用體系模型:層次有序加權幾何平均( howga ) ,并把該體系模型應用于虛擬企業知識和知識共享伙伴的多層次選擇。
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