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Using Basket warrants transaction data on TSEC from September 4, 1997 to June 25, 2001, the combination of five volatility models classical history volatility; Parkinson's(1980 high, low history volatility model; Garman and Klass's(1980) high, low, opening, closing history volatility model; Trippi's(1977) equal weights implied volatility model; Bollerslev's(1986)GARCH volatility model with two pricing models Black and Sholes's(1973 option pricing model, henceforth BS pricing model; Chen and Cheng's(2000) basket option pricing model, henceforth CC pricing model are discussed on valuation performance to obtain superior basket warrants pricing model.

本文利用1997年9月4日至2001年6月26日间在台湾证券交易所发行且已到期的组合型认购权证,使用五种波动性估计模型历史波动性模型、Parkinson(1980的最高、最低价历史波动性模型、Garman and Klass(1980)的最高、最低、开盘、收盘价历史波动性模型、Trippi(1977)的等加权平均隐含波动性模型、Bollerslev(1986)的GARCH波动性模型与Black and Sholes(1973)选择权评价模式、陈松男与郑翔尹(2000)的组合型认购权证评价模型(CC组合型认购权证评价模型)配对成十种评价模型,并比较其评价绩效,冀期能得到一较佳的组合型认购权证评价模型。

After introducing the AOP, there are components, system connectors, aspect connectors and constraints in architecture. The UML and ADL description of each model are given, and achieves the transform from semi-formal to formal model, and the model's refinement and verification, which provides a good foundation for the development of tools.

引入方面的软件体系结构是由构件、系统连接件、方面连接件以及约束构成的配置格局,不仅给出了体系结构中各元素的统一建模语言和体系结构描述语言的描述,实现体系结构模型从半形式化到形式化的转化,而且实现了模型的求精和验证,为各种工具的开发提供了一个良好的基础。

There are eight main hypotheses about the selective factors on evolution of endothermy in animals, including Thermal Niche Expansion Model, Homeothermy and Metabolic Efficiency Model, Decreasing Body Size Model, Postural Change Model, Increasing Brain Size Model, Aerobic Capacity Model, Parental Care Model and Assimilation Capacity Model.

内温性起源的选择因子包括8个模型:热生态位扩展模型、恒温与代谢效率模型、降低个体大小模型、姿势改变模型、增加脑大小模型、有氧呼吸能力模型、双亲行为模型和同化能力模型。

Discussion topics include data analysis, probability concepts, point and interval estimation, statistical inference, hypothesis testing, simple regression model, inference in the simple regression model, general linear statistical model, dummy variables, collinearity, heteroscasticity, autocorrelation, error-related model, the Probit model, the Logit model and the Tobit model, simultaneous equations, and the time-series statistical model

讨论的主题包括实证资料的分析,机率,点估计与区间估计,统计推论,假设检定,简单回归分析,一般线性统计模型与推论,虚拟变数,共线性问题,异质变异数,自我相关, Probit模型, Logit与Tobit模型,联立方程式的估计与推论,时间数列统计模型。

Through hang together the simplex data model based on dissection and conventional GIS data model, we develop a integrated and polymorphic model, object oriented unified model of tessellated simplex and conventional GIS, which convenient to inherit and congregate. The model manage the abstracted data accord to 4 level factor, that is geometry object model, topologic geometry object view model and geography object model.

论文采用面向对象的方法把基于剖分的单纯形数据模型与传统的GIS数据模型结合在一起,提出并建立了一个便于继承、组合、多态的较完整的三维数据模型与结构一面向对象的单纯形剖分与GIS一体化三维数据模型。

Using Basket warrants transaction data on TSEC from September 4, 1997 to June 25, 2001, the combination of four volatility models classical history volatility,Parkinson's(1980 high, low history volatility model,Garman and Klass's(1980) high, low, opening, closing history volatility model,Trippi's(1977) equal weights implied volatility model with two pricing models Black and Sholes's(1973 option pricing model, henceforth BS pricing model,Chen and Cheng's(2000) basket option pricing model, henceforth CC pricing model are discussed on valuation performance to obtain superior basket warrant pricing model.

摘要本文利用1997年9月4日至2001年6月26日间在台湾证券交易所发行且已到期的组合型认购权证,使用四种波动性估计模型历史波动性模型,Parkinson(1980的最高,最低价历史波动性模型,Garman and Klass(1980)的最高,最低,开盘,收盘价历史波动性模型,Trippi(1977)的等加权平均隐含波动性模型与Black and Sholes(1973)选择权评价模式,陈松男与郑翔尹(2000)的组合型权证评价模式配对成八种评价模式,并比较其评价绩效,冀期能得到一较佳的组合型认购权证评价模式。

This hairstyle is gorgeous and can be worn for any Holiday or Party Hair event ranging from a formal or semi-formal dinner or a special formal dance or Prom.

这个发型是美丽的,可用于任何假期或党头发的事件从一个正式或半正式晚餐或特别正式的舞蹈或舞会等磨损。

The following results are obtained:(1)a derivative formal context of an information system can be induced by the notion of nominal scale and the technique of plain scaling in formal concept analysis;(2)some core notions in rough set theory such as partition,upper and lower approximations,independence,dependence and reduct can be reinterpreted in derivative formal contexts.

利用形式概念分析中名义梯级背景的概念,对信息系统进行平面梯级得到了衍生的形式背景。证明了粗糙集理论中的划分、上下近似、独立、依赖、约简等核心概念都可以在相应的衍生背景中进行表示。

The formal description technology based on LOTOS, the formal transformation, the formal validation and implemenation are generalized. Constructions of communication service and communication protocol, transformation from service specification into protocol specification based on bisimulation equivalence are also stated in detail. Application of LOTOS specification styles and architecture concept in service and protocol design is studied as an emphasis.

归纳总结了基于LOTOS的形式化描述方法、形式化的转换、验证和实现等方法理论,以及通信服务和协议的构造方法及服务规范到协议规范的等效性转换方法,重点研究了规范风格和结构概念在服务和协议设计中的应用。

This paper introduces protocol engineering,formal method and core technique formal description technique, and some of the most popular formal methods which have been widely used today, such as SDL, ESTELLE,Petri nets and LOTOS .

软件规模急剧增大,结构也越来越复杂,这就给通信网络协议的开发带来许多困难。

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推荐网络例句

Connectors are lines that can be anchored to particular places, called glue points , on the graphic object.

连接符,可固定在图形对象的特定的地方的线条。

Another way of putting it, too many agents have a say in each other's work, and bureaucratic rigor mortis sets in.

另一种表达是,太多的作用物在彼此的工作里都有话语权,官僚的僵尸开始抬头。

As someone aptly said,'there is no business without competition.

有人说恰如其分,没有业务竞争。