1)jump process跳跃过程
1.Assuming that the price of the project output submitted to a combination of a geometric Brownian motion and a jump process to value entry and exit investment strategies, positive or negative jump was likely to make an impact on the price of the project output.在利用项目产品的价格服从几何布朗运动 跳跃过程来评价进入与退出投资策略时 ,项目产品的价格可能受到正向或者负向的跳跃所带来的冲击 。
2.Under the assumption that the price of new technology commodities follows a mixed Brownian motion/Poisson jump process,strategic decisions of enterprise are analyzed and the impact of the factors which can lead the commodities price to a jump change on the corporations decisions is investigated.将新技术商品价格描述为混合的布朗运动/泊松跳跃过程,考察未来可能出现的能使价格发生突然改变的因素对企业新技术商业化决策的影响,通过模型的一组模拟数值解给出了特定情况下企业进入、封存、重启和退出的临界值,并研究了各临界值对泊松过程参数的依赖,同时发现由于存在封存和重启项目的可能性,降低了企业投资和退出的临界值。
3.The risk is supposed to satisfy compound Poisson process and the corresponding surplus process is a jump process.其中风险由复合泊松过程描述 ,相应的盈余过程 ( surplus process)是一个跳跃过程。
英文短句/例句
1.The Method about the Bond-Pricing with Mean Is a Discontinuous Jump Process在均值为离散跳跃过程下债券定价的方法
2.Some Exotic Options Pricing in Jump-Diffusion Models;跳跃—扩散过程中一些新型期权的定价
3.Pricing European Foreign Currency Option under Jump Fractional Brownian Motion;跳跃分形过程下欧式汇率期权的定价
4.Pricing of European Chooser Options on Jump-diffusion Processes;跳跃-扩散过程下欧式任选期权的定价
5.THE PRICING OF OPTIONS ABOUT FOREIGN EXCHANGE WHOSE RATES ARE DRIVED BY JUMP-DIFFUSION PROCESSES;跳跃扩散型汇率过程的外汇期权定价
6.Fuzzy Pricing about European Call Option under the Process of Jump-diffusion跳跃扩散过程下欧式期权的模糊定价
7.Study of Portfolio and Pricing Problems with Jump-Diffusion Processes基于跳跃—扩散过程的投资组合与定价问题研究
8.Option Pricing Model When Stock Pricing Process is a Jump-Diffusion Process;股票价格服从跳跃扩期过程的期权定价模型
9.Option Pricing Method & Application Driven by Asymmetric Jump Diffusion Process;不对称跳跃—扩散过程的期权定价方法及应用
10.A Valuation Model of Mining Rights of Coal Resources Based on Coal Reserves Value Following Jump-diffusion Process;基于跳跃-扩散过程的煤炭资源采矿权估价模型
11.Interest Rate Model of Jump-Diffusion Process under HJM Frames;HJM框架下服从跳跃扩散过程的利率模型
12.Determination of Obligated Cash Proportion of Open-End Funds Based on Jump-Diffusion Processes;基于跳跃-扩散过程的开放式基金预留现金比例
13.The Valuation of European Contingent Claims about Several StocksWhose Prices Are Governed by Brownian Motions and Poisson Processes;一类跳跃扩散型股价过程组欧式未定权益定价
14.A Special Jump- diffusion Model for Option Pricing一种特殊跳跃-扩散过程的欧式期权定价研究
15.To jump or leap over, especially with the aid of a support such as the hands or a pole.跳跃，跨跃跳过或跃过，尤指在手或杆等支撑物的帮助下跃过
16.To progress by forward leaps or springs.跳跃前进通过向前跳跃或弹跳的方式前进
17.He went over the fence in one jump.他一跃跳过了围墙。
18.The boy cleared the fence in one leap.男孩一跃跳过了篱笆。
相关短句/例句
jump-diffusion process跳跃-扩散过程
1.Provided that stock price process is a jump-diffusion process,the rate of return and the volatility are functions of time,the pricing formula of exponential European jump option can be obtained with the principle of equivalent martingale measure.假定股票价格过程服从跳跃-扩散过程,且无风险利率,股票收益率、波动率均为时间函数,利用等价鞅测度方法得出了支付函数为幂型的欧式期权定价公式。
2.This paper assumes that the underlying price obeys a renewal jump-diffusion process, studies how to determine a sound hedge ratio when given an acceptable probability of hedge failing, and suggests the way to assume the parameter of calculating the optimal hedge ratio which is finally validated with an example.假设标的股票服从更新跳跃-扩散过程,研究在保值者给定可接受的保值失败概率情况下,如何确定合理的套期保值比率。
3.Based on option theory,a three-factor model for evaluating the coal mining rights is set up when the interest rate and convenience yield follow mean-reverting process and the coal price follows jump-diffusion process.基于期权理论,构建了煤炭价格服从跳跃-扩散过程,利率和便利收益服从均值回复过程的煤炭资源采矿权估价三因素模型。
3)jump-diffusion process跳跃扩散过程
4)jump-diffusion processes跳跃扩散过程
5)discrete jump process离散跳跃过程
1.The assumption that θ is a discrete jump process.发行商业债券是企业融资的主要途径,因此债券受利率的计算或债券定价就成为企业和投资者十分关心的问题,vasicek假设利率的长期均值θ为常数给出了定价公式,但实际生活中,θ不是常数,假设θ是一个离散跳跃过程,在此假设下,运用Ito引理和无套利原理求解债券的定价公式。
6)homogeneous jump Markov process齐次跳跃型Markov过程
1.Describes the speciality of transfering probability distribution F(s,x;t,A) under the condition of I ={0,1,2,…},then obtaines four concrete results of homogeneous jump Markov process,and proves the results.对转移概率分布F(s,x;t,A)作出在可列状态空间I={0,1,2,…}条件下的特性进行了描述,进而得出关于齐次跳跃型Markov过程的4个具体结果,并加以证明。
延伸阅读
正规过程和倒逆过程 讨论完整晶体中声子-声子散射问题时,由于要求声子波矢为简约波矢（见布里渊区），所得到的总波矢守恒条件会相差一个倒易点阵矢量G)。例如对于三声子过程有下列条件 ， (1) 式中q1和q2是散射前的声子简约波矢, q3为散射后声子波矢，式(1)中G)的取值应保证q3也是简约波矢。这时会出现两种过程,其一是当q1+q2在简约区内时,可以取倒易点阵矢量G)＝0,式(1)则简化为总波矢守恒条件,称为正规过程或N过程。其二是当q1+q2超出简约区时,所取G)应保证q3仍落于简约区内,由于q3与q1+q2相差G),显然q3位于q1+q2的相反一侧，这时散射使声子传播方向发生了倒转，故称为倒逆过程或U过程。U过程总波矢不守恒,但总能量守恒,因为声子频率是倒易点阵的周期函数，而q3与q1+q2只相差一个倒易点阵矢量。N过程在低温长波声子的散射问题中起主要作用。当温度升高，简约区边界附近的声子有较多激发时，U过程变得十分显著,它对点阵热导有重要贡献。 在能带电子与声子散射问题中存在着与式 (1)相仿的总波矢条件 k+G＝k┡±q， (2) 式中k与k┡分别为散射前后电子的简约波矢,±号分别对应于吸收或发射q声子。类似的在热中子-声子散射以及晶体中一切波的相互作用过程中，总波矢变化都相差一个倒易点阵矢量G),因此也都有N与U过程之分。这是晶体和连续媒质不同之处，连续媒质对无穷小平移具有不变性，才能求得总波矢守恒，而晶体只具有对布喇菲点阵的平移不变性，因此总波矢守恒条件会相差一个倒易点阵矢量。
