By minimizing the absolute replication error,the optimal hedging volatility is yielded,namely the adjusted volatility,and then this adjusted volatility with martingale approach is integrated to achieve the optimal portfolio in presence of transaction costs and trading rest.
存在交易成本和交易约束的情况下,提出了用条件Delta对冲模型进行期权复制,最小化复制误差,得到最优对冲下的波动率,即调整后的波动率,再将调整后的波动率代替鞅方法下的投资组合波动率,就得到了存在交易成本和交易约束下的最优投资组合。
The Research of Fuzzy Neural Network on Solving Error Reflection Phenomenon in Machining;
模糊神经网络在解决机械加工中误差复映问题的研究
The error reflection phenomenon in machining makes selection of machining parameters mainly depend on worker’s experience because of the complex non-linear relationship among error reflection coefficient and several factors such as feed rate,hardness of work piece and so on.
机械加工中的误差复映现象使加工参数的选择主要依靠操作人员的经验。
The error reflection in machining parameters selection mainly depended on workers experience.
机械加工中的误差复映现象使加工参数的选择主要依靠工人的经验,为此,利用BP网的任意非线性映射能力,通过学习人的经验,实现机械加工参数的优化选择。
Measure and judgement of current transformer s composite error;
电流互感器复合误差的测量与判断
Measuring methods of composite errors on current transformer;
电流互感器复合误差的测量方法
The algorithm and realization of a newly developed tester of composite errors including the angle error, ratio error and a harmonic-wave analyzitor are presented.
介绍了一种最新研制的电流互感器复合误差、角差、比差及谐波分析测试仪的算法与实现。
The paper presents the mathematic modeling of complicated error by optimal knot spline function, which can automatically separate not only the error with secondary low frequency but also the stochastic error from complicated error data.
提出采用最优节点的样条函数模型对复杂误差建立数学模型,该模型通过最优节点个数和节点距的自适应调整,精确分离复杂误差数据中的次低频误差和随机误差,对次低频误差通过样条参数的统计模型实现,对随机误差采用自回归模型实现,并综合得到复杂误差数据的仿真。
Determination of limited freedoms for restoration error correction of segmented mirrors in space;
校正空间分块镜复位误差所需的最少自由度的确定
Research on the Application Technology of RBF Network to the Error Reflection in the Mechanic Processing;
RBF网在机械加工误差复映中的应用技术研究
The Research of Neural Network in Solving Error Reflection Phenomenon in Machining;
神经网络解决机械加工误差复映的应用研究
The Research of Fuzzy Neural Network on Solving Error Reflection Phenomenon in Machining;
模糊神经网络在解决机械加工中误差复映问题的研究
Viscosity Approximtion of Fixed Ponts for Finite Family of Nonexpansive Mappings;
有限簇非扩张映象具误差的黏性逼近
Iteration process of nonexpansive mappings;
非扩张映射不动点带误差的迭代过程
Multi-step iterative sequences with error member for asymptotically nonexpansive mappings;
渐近拟非扩张映射中带误差的多步迭代序列
On the Ishikawa Iterative Sequences with Double Errors for Nonexpansive Mappings on a Uniformly Convex Banach Spaces;
一致凸Banach空间非扩张映象带双误差的Ishikawa迭代
Ishikawa Iteration Process with Errors of Asymptotucally Nonexpansive Mapping;
渐近非扩张映射的带误差的Ishikawa迭代过程
Convergence of Ishikawa Iterative Sequences with Errors for Asymptotically Nonexpansive Mappings
渐近非扩张映象带误差项迭代序列的收敛性
Convergence Theorems of Three-step Iteration Sequence with Errors and Modified Three-step Iteration Sequence with Errors for a Pair of Mappings;
相对于—对映射的带误差的三阶迭代序列和修正的带误差的三阶迭代序列的收敛性定理
After several repetitions there still remains an error.
重复数次之后仍然存在误差。
Fix reposition errors and compensation method of holographic disc
全息光盘的重复定位误差及补偿方法
On Compound Newtonian-Cote s Multi-integral Formulae and Their Errors;
复化Newtonian-Cote s公式及其误差
The Study and Application of Adaptive Control Based on Hybrid Error Model
复合误差模型自适应控制的应用研究
Analysis and Prediction of Reentry Error for Reentry Maneuvering Warhead With Integrated Navigation System
复合制导再入机动弹头再入误差分析
Error Analysis of Visual Shade Matching
口腔修复科医师目测法比色误差分析
Common Problem and Solving Method and Adjustment of Error of Indication about Blood Pressure Gauge
血压表常见故障修复及示值误差调整
Judging and Repairing about thread gauges close distance error
螺纹量规紧密距值误差的判断与修复