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English translation for "wiener process"

维纳过程

Related Translations:
wiener:  n.〔美国〕维也纳香肠,小红肠。
wiener method:  维也纳法
wiener neustadt:  维也纳新城
wiener eiskaffee:  冰咖啡
wiener filter:  维纳滤波器文纳滤波器
wieners theorem:  维纳自相关定理
wiener stadtische:  维纳-司达提希保险
wiener philharmoniker:  维也纳爱乐管弦乐团
wiener neudorf:  维也纳新村
thomas wiener:  托马斯维纳
Example Sentences:
1.For a financial instrument whose price follows a wiener process , the volatility increases by the square - root of time as time increases
对于一个服从维纳过程的金融工具来说,波动性和时间的平方根成正比。
2.In discrete condition , considering two cases of independent identical distribution and dependent distribution , we gave the moment , the second moment and variance , in continuous condition , models of the random rate of interest were established respectively by gauss process , wiener process or o - u process
对于离散型情况,考虑了独立同分布和非独立两种情形,分别给出了给付现值的一、二阶矩和方差。
3.The paper consists of two chapters . in the first chapter , theory 1 [ 1 ] mainly by using the method of the law of the iterated logarithm with finite partial sum in wiener process proves hartman - wintner [ 1 ] law of the iterated logarithm for special finite partial weight sums
本文正文分两部分,定理1主要利用[ 1 ] wiener过程下的有限项部分和的重对数律,把hartman - wintner重对数律[ 1 ]推广到对特殊加权部分和也成立。
4.Mainly due to the lack research of home and abroad , this dissertation begins with analysis and classification of venture capital . on the basis of researching on classified real options , according to the wiener processes assumption , pricing way . s which concerned are discussed and the assumption . condition are released
以创业企业的特征分析和分类研究为出发点,在对创业企业中所涉及的实物期权进行分类研究的基础上,符合维纳过程的假设之下对其所涉及的实物期权的定价方法展开研究,并逐步深入,放松假设条件。
5.Moreover , the special expression of the moment , the second moment and variance with de moivre ' s death rate were given . finally , considering abrupt event ' s effect on interest , we established the models of the random rate of interest jointly by gauss process and poisson process , wiener process and poisson process or o - u process and poisson process , also gave the moment , the second moment and variance of the payable present value under the three cases . moreover giving the special expression of the moment , the second moment and variance with de moivre ' s death rate
对于连续型情况,随机利率分别采用gauss过程、 wiener过程和o - u过程建模,分别给出了给付现值的一、二阶矩和方差,并在demoivre死亡律假设下得到了矩的简洁表达式;考虑到突发事件对利率的影响,又对随机利率采用gauss过程、 wiener过程和o - u过程分别与poisson过程联合建模,分别给出了给付现值的一、二阶矩和方差,并在demoivre死亡律假设下得到了矩的简洁表达式。
6.The introduction black - scholes models still assumed , namely the introduction of modern process ( wiener process , also called brownian motion ) to save the stock yield random fluctuations , weak markets and the effectiveness of the use of consistent share of the techniques ( ( markov property ) to describe the stock price change random process , the use of risk - neutral pricing theory through the analysis of the nature of asset price process martingale , established european style to the value of stock options with mathematical models
本文仍然引入black - scholes的模型假定,也即引入维纳过程( wienerprocess , alsocalledbrownianmotion )来刻画股票收益率的随机波动,采用与弱型市场有效性相一致的股价的马尔可夫性( markovproperty )来描述股票价格变化的随机过程,运用风险中性定价理论,通过分析资产价格过程鞅的性质,建立了欧式再装股票期权价值的数学模型。
7.At first , if the fluctuation of venture capital value accords with wiener processes , how to achieve appraisal with black - scholes is discussed . secondly , if it doesn " t , real options could be copied by the combination of twin - security and risk - free bond
首先,讨论创业企业价值波动符合维纳过程的情况下,如何利用black - scholes微分方程来实现对其进行估价;其次,若创业企业价值波动不符合维纳过程,就通过符合维纳过程的孪生证券股票和无风险债券的组合来复制实物期权。
Similar Words:
"wiener neudorf" English translation, "wiener neustadt" English translation, "wiener optimal design criterion" English translation, "wiener optimization" English translation, "wiener philharmoniker" English translation, "wiener samstag" English translation, "wiener sausages" English translation, "wiener schnitzel" English translation, "wiener schnitzel mit erdaepfelsalat" English translation, "wiener sezession" English translation