English translation for "维纳过程"

wiener process

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.	The results are that the less the sampling time interval , the nearer the estimated price volatility to that in ultra - high - frequency data 价格服从维纳过程时，用甚高频资?和高频资?分别估计?价格波动? ；估计结果表明：采样时间片越大，与甚高频估计结果差距越大。
	3.	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。
	4.	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。
	5.	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：

"维纳弗" English translation, "维纳戈" English translation, "维纳格雷" English translation, "维纳格雷罗" English translation, "维纳格雷酸辣沙司" English translation, "维纳河" English translation, "维纳河谷" English translation, "维纳混合机" English translation, "维纳捷" English translation, "维纳空间" English translation