两指标鞅的一致收敛速度及对于平稳随机场的应用

根据平面格点序:(s_1,s_2)≤(t_1,t_2)当且仅当s_1相似文献   

两因素HJM模型下债券、期货、期权的定价

在HJM模型下考虑远期利率由2个独立布朗运动驱动的零息票债券的期限结构,给出零息票债券和债券期货的定价公式,以及债券期货期权的定价公式。     

从阿根廷金融危机分析"钉住汇率制"的利弊

1 32 0亿美元的巨额外债是阿根廷金融危机的导火索 ,而阿根廷在汇率制度上的僵化是产生金融危机的重要原因。本文以阿根廷金融危机为背景 ,分析钉住汇率制的优点主要是有利于国际贸易与资本流动 ;缺点主要是丧失独立的货币政策且不能利用汇率调整应对复杂多变的世界经济形势。对我国的启迪是人民币汇率的稳定不等于没有波动 ,汇率形成机制要市场化。     

The performance of non‐linear exchange rate models: a forecasting comparison

In recent years there has been a considerable development in modelling non‐linearities and asymmetries in economic and financial variables. The aim of the current paper is to compare the forecasting performance of different models for the returns of three of the most traded exchange rates in terms of the US dollar, namely the French franc (FF/$), the German mark (DM/$) and the Japanese yen (Y/$). The relative performance of non‐linear models of the SETAR, STAR and GARCH types is contrasted with their linear counterparts. The results show that if attention is restricted to mean square forecast errors, the performance of the models, when distinguishable, tends to favour the linear models. The forecast performance of the models is evaluated also conditional on the regime at the forecast origin and on density forecasts. This analysis produces more evidence of forecasting gains from non‐linear models. Copyright © 2002 John Wiley & Sons, Ltd.     

一种新型的智能式体液粘弹性检测系统

介绍了一种体液粘弹性自动检测系统。该系统在ｆ＝１￣１０Ｈｚ的振荡频率范围内，流体的复粘度的粘性分量和弹性分量的变化比较平缓。     

跳跃扩散模型外汇重置期权定价

在完全外汇市场环境下讨论了外汇汇率过程受Brown运动和Possion过程共同驱动时外汇重置期权的定价问题.利用等价鞅测度和标准正态分布函数给出了这一模型下单时点重置外汇看涨期权的定价公式,最后在常系数条件下导出了一种特殊形式外汇重置期权的Black-Scholes公式.     

有关传销群体的数学描述

本文仅就传销群体服从齐次生灭过程,线性增灭过程的情形作了讨论。     

随机利率下两种奇异期权的定价

假设利率是随机利率,在全面地考虑基础变量—债券和股票的价格行为特征的基础上,利用鞅方法推导了随机利率下两种奇异期权定价公式.     

Growth ages of ferromanganese crusts from the western and central Pacific： Comparison between nannofossil analysis and ^10Be dating

Based on results of nannofossil analysis and 10Be dating in ferromanganese crusts M1-1 and A1-1 (no nannofossils were found in it),from the western and central Pacific respectively,it is found that the crust growth ages from nannofossil biostrati-graphy agree well with those based on 10Be isotope analysis. Both crusts have three growth layers,and the oldest layer was deposited in Miocene at about 12.80 Ma. The maximum,minimum,and average growth rates of crust A1-1 (from the central Pacific) are 8.11,1.92 and 3.47 mm/Ma,and those of crust M1-1 (from the western Pacific) are 2.93,0.47,and 0.94 mm/Ma.     

个杨树无性系蒸腾特性及其影响因子研究

摘要：对山东省高密地区不同杨树无性系的蒸腾特性及其影响因子进行了研究，结果表明：16个杨树无性系的气孔导度日变化均为单峰型；蒸腾速率与气孔导度的日变化趋势大致相同，16个杨树无性系日平均气孔导度(GS)和蒸腾速率(Tr)的大小次序为：Gs(卡帕茨)>Gs(T66)>Gs(高1号)>Gs(I 109)>Gs(中黑防)>Gs(中林2001)>Gs(80 2 9)>Gs(黑林1号)>Gs(NL895)>Gs(NL1388)>Gs(中林2025)>Gs(窄11号)>Gs(L324)>Gs(I 110)>Gs(窄055)>Gs(黑林3号); Tr(卡帕茨)>Tr(T66)>Tr(高1号)>Tr(I 109)>Tr(中黑防)>Tr(中林2001)>Tr(80 2 9)>Tr(黑林1号)>Tr(NL895)>Tr(NL1388)>Tr(中林2025)>Tr(窄11号)>Tr(L324)>Tr(I 110)>Tr(窄055)>Tr(黑林3号). 蒸腾速率与气孔导度的相关性最显著，并主要受光合有效辐射和空气温度等外界环境因子的影响，与空气相对湿度呈负相关关系. 根据以上指标，筛选出适宜在当地推广的杨树无性系.