Based on the principle of control variables method,this paper adopts CV-CRR method of the American option on the basis of Black-Scholes option pricing formula,and it also makes an empirical analysis to prove that the control variables method can be used to greatly improve the operating speed and valuation precision of the standard binary tree method,thus improve the effciency of valuation.
本文基于控制變量法原理,在Black-Scholes期權(quán)定價公式的基礎(chǔ)上,采用CV-CRR方法為美式看跌期權(quán)定價。
Study on the impact of increasing concentrations of CH_4 and N_2O in atmosphere on O_3 destruction by halocarbons and ODP;
大氣中CH_4和N_2O濃度變化對氟氯碳化合物損耗O_3及ODP的影響
Study on simplifying the calculations of ozone depletion potentials of halocarbons;
簡化計算氟氯碳化合物臭氧消耗潛勢的研究
Two kinds of parametric equatoins have been formulated to calculate ozone depletionpotential(ODP)of hydrochlorofluorocarbaons and chlorofluorocarbons based on a study onthe difference in the ODP of same kind of halocarbons and the relation between ODP andrelevant parameters.
在研究同類氟氯碳化合物臭氧消耗潛勢（ＯＤＰ）之間的差異，探討ＯＤＰ與有關(guān)參數(shù)必然的內(nèi)在聯(lián)系的基礎(chǔ)上，建立起兩類求算ＨＣＦＣｓ、ＣＦＣｓ的ＯＤＰ的參數(shù)方程。