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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。
- 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。
- Optimization of the Mean Semi - absolute Deviation Portfolio Selection Model with the Restricted Short Selling Based on the Pivoting Algorithm 限制性卖空的均值-半绝对偏差投资组合模型及其旋转算法研究
- At last, three luminance variance models are built to verify the validity of the proposed algorithm. 然后,建立了三种亮度变化模型来验证该算法的有效性。
- one-way analysis of variance model 单向方差分析模型
- two-factor ANOVA analysis of variance model 二因素方差分析模型
- mean semi -variance model 均值-半方差模型
- My ideas are at variance with his. 我的思想和他的不同。
- Nothing can set the twin brothers at variance. 没有什么事能使这对双胞胎兄弟吵起来。
- Do you mean say we are met for a thunder storm? 你肯定我们会遇到一场雷雨?
- I feel mean for not doing more for my son. 我对没为我儿子多做点事而感到惭愧。
- Her conduct is at variance with her words. 她言行不一。
- Defeat in this election would mean he was done for. 这场选举的失败意味着他政治生涯的结束。
- This theory is at variance with the known facts. 这种理论与已知事实不符。
- By power we mean the rate of doing work. 我们说功率就是指做功的速率。
- We are at variance about our lodger. 我们在对待房客的问题上意见不一。
- I have no conception of what you mean. 我想不出你的意思是什么。
- The mean yearly rainfall is20 inches. 每年平均降雨量是二十英寸。