This paper introduces a few forms of the process I/ O, contrastively analyzes the main features and existing problems,and looks forwar d the development direction of the industry process I/O.
介绍了工业生产的应用中 ,计算机过程I/O的几种形式 ,分析了各种形式过程I/O的特点和存在的问题 ,展望了其发展方
Through analysis and comparison,it has been found that both of the models can meet the same stochastic differential equations and the option is of the same price under the model,with Black-Scholes option pricing model given first,and then its pricing formula deduced by martingale approach,and finally option pricing model of O-U process introduced.
我们首先给出Black-Scholes期权定价模型,并用鞅方法导出其定价公式,然后引入O-U过程期权定价模型,通过分析比较发现这两个模型都满足相同的随机微分方程,并且在此两模型下期权具有相同的价格。
They are governed by the following stochastic differential equations:where O_t is an m-dimensional O-U process governed by the following SDE:H,b_1,b_0,C are m×d, d×d, d×1, d×d matrices, (B_t, W_t) is a (d+m) dimensional Brownian motion.
在§l中介绍了以O-U过程为噪音的两类可解线性滤波模型。
The first model is a simple one-factor model in which the logarithm of the spot price of the commodity is assumed to follow O—U process which has a mean reverting character.
第二个模型称为双因子模型,它是在单因子模型的基础上加入了新的因子变量—便利收益率,并且假定便利收益率服从带有均值反转特性的O—U过程。
A minimally invasive solution for adding boundary scan to high-speed I/O circuits is described.
描述了一种对原电路具有最低影响的,将边界扫描单元嵌入到高速I/O接口电路的方法。
Some Exotic Reset Options Pricing in Ornstein-Uhlenback Process Models;
O-U过程模型下一些新型重置期权的定价
Pricing a Kind of Looking Back-reset Call Option with Ornstein-Uhlenback Process;
一种回望重置看跌期权在O-U过程下的定价
Pricing mortgage insurance with house price driven by O-U process;
房价服从指数O-U过程保证险的鞅定价
Pricing a Kind of Looking Back-Reset Option with Ornstein-Uhlenback Process;
O-U过程模型下一种回望型重置期权的定价
Pricing Reload Options with Stochastic Interest Rate under Ornstein-Uhlenback Processes;
利率和股票价格遵循O-U过程的再装期权定价
Option Pricing Based on the O-U Process with Trend and Constant;
基于带常数项与趋势项的O-U过程的权证定价
RELOAD STOCK OPTIONS PRICING WITH UNDERLYING STOCK ASSET OBEYING ORNSTEIN-UHLENBECK PROCESS;
股票价格服从指数O-U过程的再装期权定价
Pricing Options on the Maximum of Stocks Driven by Ornsten-Uhlenback Process;
股票价格遵循指数O-U过程的最大值期权定价
Pricing European Options in Ornstein-Uhlehbeck Model with Jump Risks
具有跳风险O-U过程模型的欧式期权定价
Pricing Mortgage Insurance under O-U Process
指数O-U过程下保证险的保险精算定价
The unique equivalent martingale measure of this model is found by using the Girsanov theorem.
利用Girsanov定理获得了指数O-U过程模型的唯一等价鞅测度。
The Pricing of Reset Options Driven by Exponential Ornstein-Uhlenback Process;
股票价格遵循指数O-U过程的重设型期权的定价
Maximun of brownian motion and barrier option;
股票价格遵循指数O-U过程的变界障碍期权定价
Exponential Ornstein-uhlenbeck Process and Its Application in Value of Investment Project;
指数O-U过程及其在投资项目价值研究中的应用
Actuarial pricing approach to Europe option and exchange option under stochastic interest rates and O-U process
欧式期权和交换期权在随机利率及O-U过程下的精算定价方法
Option pricing with the underlying stock price driven by Ornstein-Uhlenbeck process under stochastic interest rates
随机利率下股票价格服从指数O-U过程的期权定价
PRCING OF EURPEAN POWER OPTIONS UNDER FRACTIONAL O-U PROCESS AND STOCHASTIC RATE
随机利率下服从分数O-U过程的欧式幂期权定价
Pricing Continues Square Double Barriers Option with Underlying Assets Driven by Exponential Ornstein-Uhlenback Process
资产价格服从指数O-U过程的连续平方双重障碍期权的定价公式
