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- Suppose that underlying asset follows Constant Elasticity of Variance model(CEV). We derive pricing formula of binary option. 假设标的股价服从不变方差弹性(CEV)模型下,推导出两值期权的定价公式。
- This paper discusses the pricing of lookback options when the underlying asset follows the constant elasticity of variance (CEV) process. 讨论了当基础资产遵循不变方差弹性 (CEV)过程时回顾期权的定价问题 .
- In the real life analysis on CEV model (Constant Elasticity of Variance Model),its unit root test is long been ignored or at most Dickey-Fuller Test is accepted as a valid test. 在应用CEV模型(ConstantElasticityofVarianceModel)的实证分析中,其单位根检验一直被忽略或者被默认可以使用迪基-富勒检验。
- As a common interest rate model,CEV model (Constant Elasticity of Variance Model) has been widely used in the real life analysis. However,its unit root test has long been ignored or at most Dickey?Fuller Test is accepted as a valid test. CEV模型(ConstantElasticityofVarianceModel)作为常用的利率模型,在实证分析中得到了广泛运用,但是其单位根检验一直被忽略或者被默认可以使用迪基-富勒检验。
- Suppose that the price of underlying asset follows Constant Elasticity of Variance model (CEV).We derive the variational inequality equations with which American put option schemes complied. 摘要假设标的股价服从不变方差弹性(CEV)模型下，推导出美式看跌期权所遵循的变分不等方程。
- CES constant elasticity of substitution 不变替代弹性
- Constant Elasticity of Substitution 弹力替代恒量
- CEV ( constant elasticity of variance) model CEV模型
- constant elasticity of variance(CEV) process CEV过程
- His wife was a constant inspiration to him. 他的妻子经常鼓励他。
- constant elasticity of substitution(CES) production functions 不变替代弹性（CES）生产函数
- Her constant complaining just sticks in my craw. 她那不断的诉苦真使我受不了。
- The machinery requires constant maintenance. 这些机器需要经常保养维修。
- I was infuriated by/with their constant criticism. 他们没完没了地批评把我给气坏了。
- A constant, variable, function name, or expression. 一种常数、变量、函数名或表达式。
- She feels wearisome by the constant noise. 她很厌烦那些没完没了的嘈杂声。
- She matured her novel by constant revision. 她不断修改自己的小说以使其趋于完善。
- Having or exhibiting no elasticity. 无弹性的无弹性的或显示出没有弹性的
- She yelled at him about his constant drunkenness. 她大嚷大叫说他总是烂醉如泥。
- I've had enough of your constant chatter. 我已经听够你那没完没了的唠叨话。
