Assuming that the price of the project output submitted to a combination of a geometric Brownian motion and a jump process to value entry and exit investment strategies, positive or negative jump was likely to make an impact on the price of the project output.
在利用项目产品的价格服从几何布朗运动 跳跃过程来评价进入与退出投资策略时 ,项目产品的价格可能受到正向或者负向的跳跃所带来的冲击 。
Under the assumption that the price of new technology commodities follows a mixed Brownian motion/Poisson jump process,strategic decisions of enterprise are analyzed and the impact of the factors which can lead the commodities price to a jump change on the corporations decisions is investigated.
将新技术商品价格描述为混合的布朗运动/泊松跳跃过程,考察未来可能出现的能使价格发生突然改变的因素对企业新技术商业化决策的影响,通过模型的一组模拟数值解给出了特定情况下企业进入、封存、重启和退出的临界值,并研究了各临界值对泊松过程参数的依赖,同时发现由于存在封存和重启项目的可能性,降低了企业投资和退出的临界值。
The risk is supposed to satisfy compound Poisson process and the corresponding surplus process is a jump process.
其中风险由复合泊松过程描述 ,相应的盈余过程 ( surplus process)是一个跳跃过程。
The Method about the Bond-Pricing with Mean Is a Discontinuous Jump Process
在均值为离散跳跃过程下债券定价的方法
Some Exotic Options Pricing in Jump-Diffusion Models;
跳跃—扩散过程中一些新型期权的定价
Pricing European Foreign Currency Option under Jump Fractional Brownian Motion;
跳跃分形过程下欧式汇率期权的定价
Pricing of European Chooser Options on Jump-diffusion Processes;
跳跃-扩散过程下欧式任选期权的定价
THE PRICING OF OPTIONS ABOUT FOREIGN EXCHANGE WHOSE RATES ARE DRIVED BY JUMP-DIFFUSION PROCESSES;
跳跃扩散型汇率过程的外汇期权定价
Fuzzy Pricing about European Call Option under the Process of Jump-diffusion
跳跃扩散过程下欧式期权的模糊定价
Study of Portfolio and Pricing Problems with Jump-Diffusion Processes
基于跳跃—扩散过程的投资组合与定价问题研究
Option Pricing Model When Stock Pricing Process is a Jump-Diffusion Process;
股票价格服从跳跃扩期过程的期权定价模型
Option Pricing Method & Application Driven by Asymmetric Jump Diffusion Process;
不对称跳跃—扩散过程的期权定价方法及应用
A Valuation Model of Mining Rights of Coal Resources Based on Coal Reserves Value Following Jump-diffusion Process;
基于跳跃-扩散过程的煤炭资源采矿权估价模型
Interest Rate Model of Jump-Diffusion Process under HJM Frames;
HJM框架下服从跳跃扩散过程的利率模型
Determination of Obligated Cash Proportion of Open-End Funds Based on Jump-Diffusion Processes;
基于跳跃-扩散过程的开放式基金预留现金比例
The Valuation of European Contingent Claims about Several StocksWhose Prices Are Governed by Brownian Motions and Poisson Processes;
一类跳跃扩散型股价过程组欧式未定权益定价
A Special Jump- diffusion Model for Option Pricing
一种特殊跳跃-扩散过程的欧式期权定价研究
To jump or leap over, especially with the aid of a support such as the hands or a pole.
跳跃，跨跃跳过或跃过，尤指在手或杆等支撑物的帮助下跃过
To progress by forward leaps or springs.
跳跃前进通过向前跳跃或弹跳的方式前进
He went over the fence in one jump.
他一跃跳过了围墙。
The boy cleared the fence in one leap.
男孩一跃跳过了篱笆。