inequality of price 中文意思是什麼

inequality of price 解釋
價格失調
  • inequality : n. 1. 不平等，不平均，不平衡，不等量。2. 不相同，互異。3. 變動，變化，高低，起伏。4. 【數學】不等式；【天文學】均差。5. （平面等的）不平坦。6. 不勝任。
  • of : OF ＝Old French 古法語。
  • price : n 普賴斯〈姓氏〉。n 1 價格，價錢；市價；代價；費用。2 報酬；懸賞；交換物；〈美俚〉錢；（為取得某...
  1. Evading risk in financial trading market cries for pricing options to a nicety. asian option, as the most flourish options in the finace market, the pricing has been focused on always. the exact pricing formula for the geometric average asian option had existed, but as to the european - style arithmetic average asian option, due to the dependence structure between the prices of the underlying asset, no analytical formula exists. on the hypothesis that the market is frictionless and without transaction costs 、 on the base of b - s ’ s and in the binomial tree model, we provide several algorithms for computing an accurate value of the european - style arithmetic average asian option. following rogers and shi and by jensen ’ s inequality, many different upper and lower bounds are provided ; meanwhile a formula have got by the comonotonicity and approximating the distribution function. all of the algorithms are easy for programming. with the development of computer, more accurater price can be computed quickly. and numerical example proved that these algorithms are very accurate

    對于幾何平均亞式期權它的定價相對簡單，已經給出了定價公式。對于算術平均亞式期權，它的未定權益具有軌道依賴特性，一直沒有得到它的定價方程的解析解形式。本文基於對市場是無摩擦且在沒有交易費用的情況下，在b - s模型下，利用二叉樹模型給出了算術平均亞式期權定價方法;並總結了利用jensen 』 s不等式給出的各種不同情況下的上下界;同時應用共單調性和近似分佈函數的方法也給出了算術平均亞式期權價格的近似公式。
  2. According to the internal character of price control problem, the authors use the related results of exact penalty function and equilibrium complementarities to transform the price control problem with hi - level special property into equivalent single level mathematical program that consists of equality and inequality constraints, consequently, to offer some basis for optimality condition arid algorithm of this problem

    摘要針對價格控制問題具有的內在特點，利用均衡互補及精確罰函數的相關理論，把具有二層特性的價格控制問題轉化為與其等價的具有等式和不等式約束的單層數學規劃，從而為研究此類問題的最優性條件和求解演算法提供一定的依據。
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