stochastic assumption 中文意思是什麼
stochastic assumption
解釋
隨機假定- stochastic : adj. 1. 機會的；有可能性的;隨便的。2. 【數學】隨機的。
- assumption : n. 1. 採取，承擔。2. 假設，假定；臆說；想當然。3. 傲慢，僭越。4. 假裝。5. 〈A-〉聖母升天（節）〈8月15日〉。6. 【邏輯學】小前提。
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Introducing the new parameter - discount rate of the unsold products by the end of renewing process, this paper deals with the problem that how to determine the optimal output of the high - tech products during the renewing process in which the first and second generation products are simultaneously produced under the assumption of stochastic demand
摘要在隨機需求下，對更新換代期的新老兩代高科技產品的生產規模決策進行分析，引入新的參數更新換代期結束時剩餘產品的貼現率，建立了確定新老產品最優生產規模的決策模型，得到了生產規模的最優解方程式，進而對其進行數值分析，求得企業的最大總收益。 -
If either of strength and stress is stochastic variable and another is fuzzy variable, the. fuzzy variable can be transformed to section number on the assumption that the probability of fuzzy variable taking some points in that section is proportional to its value of membership function respectively, then the probability of structural fuzzy event is transformed to general probability with stochastic strength and stress variables and can be solved by general probability theory
當強度和應力之一為隨機變量，另一個為模糊變量時，提出將模糊變量通過模糊集合截集轉換為區間數，並假定模糊變量在此區間取值的可能性與相應的隸屬函數值成正比。採用上述處理后，結構模糊事件的概率即轉化為相應的普通事件概率，可按應力和強度為隨機變量，用常規可靠性理論進行求解。 -
On the assumption of continuous dividend of shares award, we ' ll establish such a model in the way that continuous dividend rates is attached to shares option pricing in jump process and work out the formula of average relationship between the rising and falling option and european rising option pricing all through martingale theory and stochastic analysis
摘要假定在股票支付連續紅利率的情況下，我們將建立支付連續紅利率服從跳過程的股票期權定價模型，並利用鞅論和隨機分析的方法給出歐式看漲期權定價模型及看漲和看跌期權的平價關系式。 -
4. after changing the short - term profit function to possion jump process, in the view of that the derivated partial differential equation of the option pricing which different from black - scholes partial differential equation still is that interest rate is constant ( 4. 2 ), the model which does not accord with the real market under the assumption. at last, we derivat a new model of option pricing whoso profit rate is possion jump process under stochastic interest rate ( 5. 13 ), this model not only changes the form of the short - term profit function of the stock price model and avaids the simplization of the profit rate function the unusual flunction sources bring about, but also relaxes the basis assumption of black - scholes option pricing model and makes that the partial differential equation builds the foundation which even approaches the actual market
4 、將短期收益率函數由確定函數修改為possion跳躍過程后，文[ 15 ]推導出的期權定價偏微分方程（見方程4 . 2 ）雖然推廣了black - scholes期權定價偏微分方程，但此時依舊假設利率是常數，這與實際生活中的不符，我們研究了一個隨機利率下短期收益率函數是possion跳躍過程的期權定價模型（見5 . 13 ） ，該模型既改變了股票價格波動源模型中短期收益率函數的形式，避免了異常波動源帶來的收益率函數的簡單化。
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