By means of stochastic analysis theory related to fractional brownical motion , the pricing model of european contingent claim is given 摘要利用关于分数布朗运动的随机分析理论,给出分数布朗运动环境下欧式未定权益定价模型。
Achieving control of a single liquid particles brownian motion , as well as on the single particle nature of light scattering provides a new means 实现控制液相中单个微粒的布朗运动,也为研究单个微粒的光散射性质提供了新手段。
Chapter two introduces some basic knowledge about option pricing : basic concepts and theories about stochastic process theory such as martingale , brown motion and ito 第二章介绍了期权定价的理论基础知识:随机分析的鞅论、布朗运动、 ito
The brownian motion of nanofluids improves the suspension and distribution of nanoparticles , which will benefit energy transport process inside the nanofluids 纳米粒子的布朗运动和粒子间作用势是使纳米流体具有高效传热性能的主要原因。
Chapter five analyzes the relation between the fractural theory and the informational efficiency andcalculates the hurst exponent of our market by r / s 最后用r / s分析法研究市场收益的持久性特征,检验市场是否遵循有偏的随机游走过程或分形布朗运动。
Pais examines the formulation of einstein ' s theories of relativity , his work on brownian motion , and his response to quantum theory with authority and precision 报审核制定爱因斯坦的理论,相对论,他的工作对布朗运动的,和他的反应,以量子理论权威和精确度。
The fractal interpolation based on the self - similar of data interpolates data by certain mathematical model . the fractional brownian motion ( fbm ) is one of 分形布朗运动( fractionalbrownianmotion ,简称fbm )是用以描述地形表面分形特征最有效的数学模型之一。
This thesis mainly expound how to found atomic - molecular theory and einstein ' s theory on brownian movement and perrin ' s experiment on einstein ' s theory 摘要简要介绍了原子分子理论的发展过程、爱因斯坦对于布朗运动的理论研究和佩兰对爱因斯坦布朗运动理论的验证。
Then the concept of futures , options , option pricing and geometric brownian motion is introduced . the concept of stochastic model of electric power prices in this basic 然后介绍了期货、期权、期权定价理论及几何布朗运动等的概念,然后在此基础上给出了随机电价的模型的概念。
Brownian motion the random motion of microscopic particles due to their continuous bombardment by the much smaller and invisible molecules in the surrounding liquid or gas 布朗运动:显微镜下可见的颗粒的随机运动,是由于在液体或气体环境下许多小而不可见的分子连续碰撞产生的。