In this paper,the author studies American option pricing by using the continuity algorithm for linear complementary problem.
本文利用线性补问题的连续性算法来研究美式期权定价,将有红利收益的美式期权定价模型转换成一个线性补问题,利用连续性算法计算任何时刻、任何标的价格的带有红利收益的美式期权定价。
In this paper, We study American option pricing by using the continuity algorithm for linear complementarity Problem.
本文利用线性补问题的连续性算法来研究美式期权的定价,将有红利收益的Black-Ssholes美式期权定价模型转换成一个线性补问题,利用连续性算法计算任何时刻、任何标的价格的带红利收益的美式期权价格。
In this paper, We use continuity method to obtain existence of positive radial solution for the first boundary problems of elliptic equation in annular domai
本文利用连续性方法,得到了一类半线性椭圆方程第一边值问题在环形域上径向对称正解的存在性。
In this paper, We use continuity method to ohtain existence of positive radial solutionfor the first boundary proKlems of elliptic equation in annular domai
本文利用连续性方法,得到了一类半线性椭圆方程第一边值问题在环形域上任向对称正解的存在性。
Approximate Reasoning in F(S) and Continuity of the Triple I Method;
F(S)中的近似推理与三I算法的连续性
P-Continuous Method for P-Laplacian;
解P-Laplacian方程的P连续性方法
A Method of Multi-Relational Data Classification of Continuous Attributes
一种连续属性的多关系数据分类算法
Learning Control Methods of Continuous-Time Nonlinear Systems
连续非线性系统的学习控制方法研究
Knowledge Acquisition from Decision Tables Containing Continuous-Valued Attributes
连续值属性决策表中的知识获取方法
The Hlder Continuity of Ternary Subdivision Scheme
三进制细分算法的Hlder连续性
A continuous solution to linear 0-1 programming
求解线性0-1规划的一种连续化方法
Convergence of Learning Methods for Continuous Perceptrons and Continuous Distance Transform Neural Networks;
连续感知器学习算法的有限收敛性及连续距离转换神经网络
Continuity and Connectivity of Almost Connectivity Set-Valued Map
几乎连通集值映射的连通性与连续性
A new explanation of the rigid continuous girder method for determination of tensile force of rod of tied arch bridge
确定系杆拱桥吊杆力的刚性连续梁法算法
One method of new attribute reduction based on discretization of continuous attributes
一种新的基于连续属性离散化的属性约简方法
The Continuity Algorithm for Linear Complementarity Problem and American Option Pricing
线性补问题的连续性算法与美式期权定价
A sequential linearization method for a class of nonlinear semidefinite programming;
一类非线性半定规划问题的连续线性化方法
The Solution of the Continuance Linear Differential Equation that Coefficient Contain Four Number of Times Function;
四次函数连续性线性微分方程的解法及其推广
successive practice method
连续练习法连续练习法
To hit or beat, especially repeatedly.
打击,连续打击打击,敲击,尤指连续续性的
A Method to Discretization for Successive Attribute of Rough Set Theory;
粗糙集理论的连续属性离散化的一种方法
A New Algorithm for the Discretization of Continuous Attributes based on Rough Set
一种新的基于粗糙集的连续属性离散化算法