Based on the characteristics of mining industry, discussed the time to maturity when applying option theory to practice, defined the rational time to maturity of option as effective selection life which was decreased from the effective life of mining titles by the necessary life for the exploitation of mineral resource.
应用期权定价理论中的Black-Scholes模型对采矿权价格进行评估, 依据矿业开采的特点, 探讨模型应用中的期权期限, 界定有效选择期限即采矿权的有效期限中扣除资源开发开采所需要的基本时间后的期限是合理的期权期限, 并结合案例进一步分析, 导出了在一定范围内适当增加采矿权的有效期限可以增加矿权地出让者的收益, 以及运用Black-Scholes模型对采矿权价格进行评估可以起到鼓励大规模生产的作用。
Application research of the improved vector statistical method into the flood season division;
改进矢量统计法在汛期分期中应用研究
Multi-dimensional Black-Scholes model on future option;
期货期权的多维Black-Scholes模型
The pricing of the electricity future, future option, single point option and some typical swing options is studied using the Black-76 formula and the affine jump-diffusion model and a new ris.
文中采用Black-76公式和仿射跳跃-扩散电价模型研究了电力期货/远期、期货期权、单点期权以及摇摆期权等奇异期权的定价问题,提出了一种新的电力衍生产品风险中性概率框架,并根据德国EEX电力市场实际价格,利用解析及MonteCarlo方法给出了若干常见电力衍生产品的实际定价算例。
The empirical result shows that investors can realize risk management through a dynamic duplication of a future option.
在期货市场上,投资者可以通过动态复制期货期权的组合保险技术,在规避大的损失前提下,实现套期保值目标。
Reservoir flood season staging calculation is conducted based on annual maximum sampling and super-quantitative sampling through using vector statistics and relative frequency methods,and compared with other methods currently in use.
应用矢量统计法和相对频率法,基于年最大值取样以及超定量取样进行汛期分期计算,并与现有的方法进行比较研究。
The research on flood season staging is the foundation of scheduling control on dynamic flood limit water level of power stations and reservoirs.
汛期分期研究是实现电站、水库动态汛限水位调度控制的基础。
A later period or time
晚期,后期,衰落期
of long [short] duration
长期 [短期] 的
Thursday, Wednesday, Tuesday,
星期四，星期三，星期二，
Thursday, Friday, Saturday,
星期四，星期五，星期六，
On Tuesday, Thursday and Friday.
星期二，星期四和星期五。
The middle of an academic term or a political term of office.
期中，中期学期的期中或职务任期的中期
introduction, growth, maturity and decline.
推介期、增长期、成熟期和衰退期。
Friday, Saturday ...Sunday, how about Sunday?
星期五，星期六……星期天，星期天怎么样？
Violent model: Cent period, prodromal stage, excitement period and paralytic period.
狂暴型：分三期，前驱期、兴奋期和麻痹期。
Its growth cycle is divided into five periods, emergence, seedling stage, bolting stage flo-rescence and silique mature period.
生育周期划分为出苗期，苗期，蕾苔期，开花期和角果成熟期。
The first number is to appear next week,
第一期下星期出版。
Thursday follows Wednesday.
星期三后面是星期四。
He 's available on tuesday or thursday .
星期二或星期四他在。
They are on Thursdays and Saturdays.
星期四和星期六有。
For a short or long period
短期的或长期的基础
I suddenly go two weeks off.
我突然有两星期的假期，
I suddenly got two weeks off
我突然有两星期的假期
It's due two week from today.
从今天起两个星期到期。
