neutral black 中文意思是什麼
neutral black
解釋
中性黑-
The decay of the external scalar - field of a black hole is studied in the third chapter, i. e., the physical mechanism of the decay of neutral scalar - field in the gravitational collapse, and the physical mechanism of the decay of charged massive scalar - field in the gravitational collapse
第三章主要研究無質量標量場在黑洞外部的衰減，即無質量中性場在引力塌縮中隨時間衰減的物理機制和無質量荷電標量場衰減的物理機制。 -
In order to solve the nonlinear mapping problem of the color space transformation, this thesis puts forward a new method by improving the bp artificial neutral network arithmetic on the basis of the study on the icc profile format specification and the characteristics of monitor color display, and realizes it in the software of visual c + + 6. 0 ; a screen color calibrator is developed by using the high - precision rgb color sensor ; the black - point and interconnections caused by the rgb color sensor are eliminated by the amended formulation
本課題在對icc標準的色彩管理系統和顯示器的呈色特性進行研究的基礎上，針對顏色空間轉換的非線性映射的問題，提出了一種改進的bp神經網路的方法，並在vc + + 6 . 0軟體中編程實現了該演算法;利用高精度rgb顏色傳感器tcs230研製了一種屏幕色彩校準器。 -
Also presented is a metric method of black - box applicable for customers and neutral certification organizations
這些定義、分類法和度量法為籌建國家ip評測中心提供了理論依據。 -
Firstly, the article studies the classic black - scholes option pricing model and concludes the black - scholes option pricing formula with the risk - neutral valuation method
首先，對經典的black - scholes期權定價模型進行了分析，並利用風險中性定價方法推導出了black - scholes期權定價公式。 -
The introduction black - scholes models still assumed, namely the introduction of modern process ( wiener process, also called brownian motion ) to save the stock yield random fluctuations, weak markets and the effectiveness of the use of consistent share of the techniques ( ( markov property ) to describe the stock price change random process, the use of risk - neutral pricing theory through the analysis of the nature of asset price process martingale, established european style to the value of stock options with mathematical models
本文仍然引入black - scholes的模型假定，也即引入維納過程（ wienerprocess ， alsocalledbrownianmotion ）來刻畫股票收益率的隨機波動，採用與弱型市場有效性相一致的股價的馬爾可夫性（ markovproperty ）來描述股票價格變化的隨機過程，運用風險中性定價理論，通過分析資產價格過程鞅的性質，建立了歐式再裝股票期權價值的數學模型。 -
And we affirm the importance of the black - scholes formula at the option pricing. then we successfully make use of three - step method to eliminate the esos ’ characteristic influence to risk neutral pricing condition
在該模型中考慮了black - scholes定價公式的重要性，並利用三步法規避了風險中性條件對esos定價的影響，建立了一個動態定價模型。
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