1)jump-diffusion process跳跃扩散过程
英文短句/例句
1.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
2.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
3.Application & Studies on the Option Pricing under the Stock Price Processes are Jump and Diffusion Process;股票价格为跳跃扩散过程的期权定价的研究与应用
4.Equilibrium pricing for zero coupon bond when the representative's utility shows linear risk tolerance under the linear jump diffusion processes线性风险容忍度效用下线性跳跃扩散过程的零息债券均衡定价
5.Some Exotic Options Pricing in Jump-Diffusion Models;跳跃—扩散过程中一些新型期权的定价
6.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
7.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
8.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
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.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
12.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
13.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
14.Study on the Optimal Consumption and Portfolio of Jump Diffusion Process;基于跳跃——扩散过程的最优消费投资组合问题研究
15.Three-factor Model for Evaluating Coal Resource Mining Rights Based on Jump-Diffusion Process;基于跳跃-扩散过程的煤炭资源采矿权估价三因素模型
16.THE PRICING OF CREDIT RISKY DEBT WHEN THE ASSET PRICES FOLLOW A JUMP-DIFFUSION PROCESS;基于跳跃——扩散资产价值过程的信用风险债券的定价
17.Determining of the Hedge Ratio for Option Trade When the Underlying Stock Price is a Renewal Jump-Diffusion Process;标的股票价格服从跳跃-扩散过程的期权套期保值率确定
18.Pricing of American-style Real Option when Value of Underlying Asset Follows Jump-diffusion Process标的资产价值服从跳跃-扩散过程的美式实物期权定价研究
相关短句/例句
jump-diffusion processes跳跃扩散过程
3)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。
4)affine jump-diffusion process仿射跳跃-扩散过程
1.This paper proposes the stochastic electricity price models based on the affine jump-diffusion process with two or three jump components and a novel approximate parameter calibration method, with which the model parameter.文中提出了基于仿射跳跃-扩散过程的、具有2个和3个跳跃分量的电价随机模型以及一种新的参数标定方法。
5)jump-diffusion interest rate process跳跃-扩散利率过程
6)asymmetric jump-diffusion process不对称跳跃-扩散过程
延伸阅读
跳跃式扩散区域经济扩散的空间形式之一。这是指接受扩散的区域与聚集区域在空间上不相连。出现这种现象，有两种原因。一是接受扩散的区域虽不与聚集区域相邻，但是其发展水平相对较高，具备接受扩散所需的良好条件，投资效益好，因而，对聚集区域的资源、经济要素、企业或经济部门产生很大的吸引力。二是接受扩散的区域有特殊的资源可供开发（如重要的矿产、劳动力），有较大的市场潜力可以利用，或是有优惠发展环境（如政策）而成为聚集区域进行经济扩散的优选对象。
