查询词典 average deviation

In chapter 3, we study pricing of geometric average Asian capped calls, pricing of geometric average Asian option with transaction cost, pricing of the two kinds of exotic option in Fractional Brownian motion environment, pricing of capped calls with transaction cost in fractional Brownian motion environment.

在本文的第三章，研究了几何平均亚式上限型买权的定价，有交易成本的几何平均亚式期权的定价，分数次布朗运动环境中两种奇异期权的定价，以及分数次布朗运动环境中有交易成本的上限型买权的定价。

In Chapter 4, the pricing of Asian geometric average option under stochastic interest rates is studied, assuming CIR model for the interest rates. Asian option is strongly dependent with path, usually have a long duration, the movement of interest rates becomes more important in pricing such long-dated options. The CIR interest rate model not only considered the interest rate behavior has mean-reverting but also take into account that the fluctuation rate is direct proportion with the square root of its interest rate. Finally, the method of finite difference for the Asian geometric average option under CIR interest rate model is given.

第四章在利率满足CIR利率模型的假设下，研究了几何亚式期权的定价公式，亚式期权是强路经依赖性期权，通常有效期较长，在进行较长时期的投资时，利率的变化是非常重要的，CIR利率模型不仅考虑了利率行为具有均数回归的现象，而且还考虑其波动性的大小与利率大小的平方根成正比，最后给出了CIR利率模型下的几何亚式期权定价的有限差分法。

The main results are as follows:We review the existing Monte Carlo control variates estimators of the price of Asian options and propose a new one. According to pratical needs, we define efficiency as the inverse of the product of the variance of an estimator and its computational time and make it a standard for comparisons to draw the following conclusions: Firstly, the more control variates correlate with arithmetic average Asian options, the larger is the efficiency of an estimator with these control variates, but among which the geometric average option plays the most important role; Secondly, an estimator with more control variates is better than one with less ones only when the time to maturity is long and the volatility is high.

在综合已有研究工作的基础上，本论文的主要创新成果如下：（1）我们回顾了已有的亚洲期权价格的蒙特卡罗控制变量估计，并提出了一个新的控制变量估计，且从客观实际出发，将估计值的方差和计算时间的乘积的倒数定义为效率并以它为标准比较各估计，得到以下结论：与算术平均亚洲期权相关程度越大的控制变量构成的估计的效率越大，而其中起主要作用的控制变量为几何平均亚洲期权的价格；只有在到期时间较长且标的资产的波动率较大时，元素多的多元控制变量估计比元素少的效率大。

Two amelioration operators were developed, such as the triangular intuitionistic fuzzy numbers weighted arithmetic average operator, and the f interval-valued intuitionistic fuzzy numbers weighted geometric average operator.

定义了三角和区间直觉模糊集的一些运算法则，给出了直觉模糊集两个改进算子，即三角模糊数加权算术平均算子和区间直觉模糊数加权几何平均算子。

Beginning with a general mean function, the model analyzes the distance between the arithmetic average and geometric average by Taylor's expanding.

第二章介绍了亚式期权定价研究中的市场结构、一般原理和若干重要的定价方法：PDE偏微分方程法；埃级沃斯级数展开近似定价；倒数分布近似定价；条件期望近似定价；执行价格调整近似定价，这些方法使亚式期权的定价得到了很大的发展。

Dynamic pressure averaging pipe was generally applied to blowing rate measurement in rectangular pipe of power plant, the average velocity of flow in the section was represented by the average dynamic pressure at the line through the geometric center of the cross section, and then the blowing rate was determined.

针对这一问题，本文设计了基于"对数契比雪夫法"的送风流量测量装置，将5支动压平均管置于同一截面，按"对数契比雪夫法"选点位置开孔，把这5支动压平均管的静压输出孔、总压输出孔分别连接到一起作为传感器组件的差压输出，实验表明这种方法使测量准确度明显提高。

RESULTSThe average grade of squamous metaplasia and the average score of FL were significantly higher and the mean goblet cell density was significantly lower in diabetic patients than in control subjects.

结果］与正常对照组比较，糖尿病组患者角膜上皮损伤严重，杯状细胞密度显著降低，结膜上皮细胞的鳞状化级别显著增加，相比较均有显著性差异。

The student's "grade-point average" is the average of the marks earned in courses completed to date.

学生的"平均成绩"就是学生到目前为止修完各科课程得分数的平均数。

Most students in college are getting A's and B's （at many schools the average grade-point average is between B and B+）. So if your quizzes and tests are coming back with C's and D's, be aware that you are learning virtually nothing in the courses you're taking.

大部分的大学生都能拿到A或者B（而且很多学校的平均成绩在B和B＋之间），所以如果你的小测或者考试成绩到手的时候只剩下C和D，就应当意识到你在课堂上其实什么都没学到。

According to an determination Changli muscat grape sugar content of 17-18%, the average weight of a single grain of 5 grams, the average ear weight of 350 grams or so, a rate of 76% or more juice.

据有关部门测定，昌黎玫瑰香葡萄含糖量为17-18%，单粒平均重量为5克，果穗平均重量350克左右，出汁率达76%以上。

Pachomius manual labour was organized as an essential part of the monastic life; and since it is a principle of the monks as distinguished from the mendicants, that the body shall be self-supporting, external work of one sort or another has been an inevitable part of the life ever since.

根据圣pachomius体力劳动组织作为一个重要组成部分寺院生活；以来，这是一个原则的和尚，作为有别于乞丐，该机构应自支撑，对外工作的这种或那种已一个必然的一部分，生活至今。

In order to study the effects of parametrical rolling on the ship movement and tilts, in allusion to ship's navigating in regular following waves, the equation of ship rolling motion is transformed into normal Mathieu equation by proper variable replacement when strong parametrical excitation in restoring moment varied according to sine or cosine wave.

为研究参数横摇对船舶运动和倾覆的影响，通过对船在规则波上随浪航行时，恢复力矩中出现的1个以正余弦规律变化的强参数激励项进行适当的变量置换，将船舶的横摇运动方程转换成标准形式的Mathieu方程。