English translation for "geometric average"
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- 比例中项
几何平均数
几何平均值
Related Translations:
- Example Sentences:
| 1. | The pricing formula of barrier option based on the geometric average assets
障碍期权推广到几何平均资产情况下的定价公式 | | 2. | Pricing of asian options with discrete geometric average in the jump - diffuse process
跳跃扩散型离散几何平均亚式期权的定价 | | 3. | The model of asian put option pricing with geometric averaging and transaction costs under the cev process
下有交易费用的亚式看跌期权定价模型 | | 4. | The comparison between continuos random variables and power function distribution and some strong limit theorems of geometric average
连续型随机序列与幂函数分布的比较及几何平均的若干强极限定理 | | 5. | The arithmetic mean expectation model is not able to measure the income of portfolio investment correctly as bonds are a kind of successive investment , but the geometric average expectation can measure the income of successive investment
摘要由于证券是一种连续投资，算术平均收益率并不能完全反映投资的收益情况，而几何平均期望收益率才能反映连续投资的实际收益。 | | 6. | Evading risk in financial trading market cries for pricing options to a nicety . asian option , as the most flourish options in the finace market , the pricing has been focused on always . the exact pricing formula for the geometric average asian option had existed , but as to the european - style arithmetic average asian option , due to the dependence structure between the prices of the underlying asset , no analytical formula exists . on the hypothesis that the market is frictionless and without transaction costs 、 on the base of b - s ’ s and in the binomial tree model , we provide several algorithms for computing an accurate value of the european - style arithmetic average asian option . following rogers and shi and by jensen ’ s inequality , many different upper and lower bounds are provided ; meanwhile a formula have got by the comonotonicity and approximating the distribution function . all of the algorithms are easy for programming . with the development of computer , more accurater price can be computed quickly . and numerical example proved that these algorithms are very accurate
对于几何平均亚式期权它的定价相对简单,已经给出了定价公式。对于算术平均亚式期权,它的未定权益具有轨道依赖特性,一直没有得到它的定价方程的解析解形式。本文基于对市场是无摩擦且在没有交易费用的情况下,在b - s模型下,利用二叉树模型给出了算术平均亚式期权定价方法;并总结了利用jensen ’ s不等式给出的各种不同情况下的上下界;同时应用共单调性和近似分布函数的方法也给出了算术平均亚式期权价格的近似公式。 | | 7. | Analyze the traditional accurate data calculation shortage , then combine the ahp and owga to establish a new general system model : howga ( hierarchy ordered weighted geometric averaging ) , and apply this system model in knowledge and the knowledge sharing partners multilayer choice for virtual enterprises
在分析传统精确数据计算不足的基础上，结合层次分析法( ahp )和有序加权几何平均( owga ) ，提出一种新的通用体系模型：层次有序加权几何平均( howga ) ，并把该体系模型应用于虚拟企业知识和知识共享伙伴的多层次选择。 |
- Similar Words：
- "geometric arrangement of well" English translation, "geometric art" English translation, "geometric association" English translation, "geometric asymmetry" English translation, "geometric attenuation" English translation, "geometric blade angle" English translation, "geometric body" English translation, "geometric boundary" English translation, "geometric boundary condition" English translation, "geometric brightness" English translation
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