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The problem of pricing American options using the quadratic approximation method with stochastic volatility and jumps is considered in the second part of the thesis.

而论文的第二个部分是研究随机波动模型如何扩展到美式选择权上的应用,考虑在可能提早履约的情境下,标的物之随机波动性与代表突发冲击事件之跳跃模式,如何来影响提早履约溢酬的问题。

According to work conditions of coal plough, and considering stochastic cutting resistance by coal, single-degree-of-freedom nonlinear stochastic dynamic model of coal plough was presented, and the influences of chain pretension and polygon effect were discussed.

根据刨煤机运行的工况,考虑煤给予刨头的刨削阻力为随机变化的量,建立了刨煤机单自由度非线性随机动力学模型,同时考虑了刨链预紧力、多边形效应因素的影响。

Matrix stochastic processes are employed to model the characteristics of short range wireless propagation channels in the current research.

使用矩阵随机过程对短程无线信道的空时特性进行研究。以随机矩阵的列向量描述信道的仰角自由度,行向量描述信道的水平角自由度。

Considering the difference in cost of all kinds of technologies,we develop a stochastic programming model for determining technology selection and capacit.

考虑了不同技术的投资成本和操作成本的差别,建立了一个随机需求下的线性规划模型,从而研究了随机市场需求下的技术选择问题。

The result from the two methods, it is very close and good for the bridge. We also do correlation to the stochastic variable with the stress of the failure models.

同时采用数理统计的方法,分别随机变量和失效模式所对应的应力值进行相关性分析,分析随机变量对失效模式的应力值的敏感性。

Basis on the stable analysis of the bridge structure, we could do the sensitivity analysis related to stochastic variable for structure by the zone method.

在静力分析的基础上,本文又考虑随机变量的对桥梁结构状态的影响,采用对随机变量进行区间分段分析,讨论其变化对桥梁结构的影响。

As the second part of our research, the effect of stochastic dephasing on quantum coherence and quantum entanglement has been analyzed, and we find that quantum entanglement relies on the fluctuation of random variable in stochastic process.

另外我们分析了几何相在随机过程中的改变:发现几何相的改变不仅依赖于随机变量的涨落,而且依赖于系统的频率。

Based on the basic reliability computation, established the relationship between the load effect and basic stochastic variable dealing with statistical features of variables,and then established the state equation of limit.

基于可靠度基本理论,考虑变量的随机特性,建立荷载效应与基本随机变量之间的关系,建立极限状态方程,在此基础上进行拱坝的拱座—重力墩的抗滑稳定可靠度分析,计算其可靠指标β。

This paper discusses the strong laws of large numbers for random variable functions, and proves a strong law of large numbers for random variable functions by the analytical method.

文章主要讨论了任意随机变量序列泛函的强大数定律,并采用分析的方法证明了任意随机变量序列泛函的强大数定律,作为推论,得到了有关非齐次马尔可夫链函数的一个强大数定律。

An example of these maximal monotone operators is the subdifferential of a closed convex function.

这种多值极大单调算子的一个特殊例子是闭凸函数的下微分算子,所以本文考虑的多值随机微分方程包含了在凸区域内具有反射边界的随机微分方程。

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推荐网络例句

Cynanchum Lingtai apricot production in the average weight 65 grams, the brightly-colored fruit, juicy rich, sweet-sour taste, sweet from the nucleolus, when the late Qing Dynasty famous Shaanxi, Gansu provinces, the Qing imperial court Tongzhi tribute for years.

灵台生产的牛心杏平均单果重65克,果实色泽鲜艳,汁多味浓,甜酸适口,离核仁甜,清末时就驰名陕、甘两省,清同治年间曾为朝廷贡品。

Chenopodium album,Solanum nigrum, and Amaranthus retroflexus were very susceptible to the herbicides. Polygonum persicaria and Abutilon theophrasti were relatively less susceptible to the herbicides, and Lycopersicon esculentum was not susceptible to it. The relationship between reduction rates of weed biomass and PPM values of weed leaves 2,4, and 6 days after treatment was established.

供试的6种杂草对该混剂的敏感性存在显著差异:红心藜Chenopodium album、龙葵Solanum nigrum和反枝苋Amaranthus retroflexus对该混剂最敏感,ED90值分别为47.65、71.67和29.17g/hm2;春蓼Polygonum persicaria和苘麻Abutilon theophrasti敏感,ED90值分别为96.91、114.20g/hm2;而番茄不敏感。

However, I have an idea.

不过,我有个主意。