1) following buoy
随波浮动
2) random fluctuation
随机波动
1.
To describe the characteristic of turbulence as 3D transient phenomenon with random fluctuations which is highly nonlinear, turbulence modeling ranging from approximate to highly rigorous was proposed.
为了准确描述湍流三维非稳态随机波动这一高度非线性的特性,简述湍流物理现象的特点,引出基于不同角度建模的湍流模型,在理论上对大涡模拟进行分析,并运用并行计算机、FLUENT6。
2.
The statistical method focuses on considering the distillate of soil variability by separating the certain component that can be depicted by the function of trend and the disturbance component that can be characterized by the random fluctuation efficiently.
结果表明:土性指标变异性并非土体分层后层与层之间土性指标的差异,而是层内土性点与点之间的空间变异;相对于传统随机变量的建模方法,这种空间变异性用随机场理论建模更加科学合理;随机场理论用空间趋势函数和随机波动分量分别表征土性指标的确定性部分和随机扰动部分,通过去趋势化处理,可把握土性参数不确定性的核心;实例分析显示,本文提出的方法可更加精确地了解土性参数的不确定性,为可靠性理念在实际工程中的应用提供有利的途径。
3) stochastic volatility
随机波动
1.
Basing on the theory of system,epistemology and of feedback control,a new security pricing model-stochastic volatility pricing model(SVPM) with jump and feedback,is proposed by amending a defect lying in the original models that neglect the important events happened frequently in financial markets,and by importing the interaction between investors and security price.
基于系统论、认识论、反馈控制论,在传统随机波动价格模型的基础上,通过修正其忽略“现实金融市场中,大事件发生比较频繁”这一事实的缺陷,同时引入证券投资者与证券价格之间的交互作用,提出一种新的证券定价模型——带跳及反馈的随机波动模型。
2.
A stochastic volatility model is established.
在证券价格服从随机波动过程下 ,研究了自融资策略下的最优证券组合问题 ,得到了相应的最优投资组合及其效用的解析表达式 。
3.
Analyzing the characteristics of financial data and pointing out the drawbacks of GARCH models,the paper describes the volatilities of daily stock return by stochastic volatility model and employs GMM to estimate the parameters in the model.
通过对金融资产时间序列数据特点的分析,指出GARCH模型在描述金融资产时序数据的局限,尝试用随机波动模型刻画股票收益的波动规律,采用GMM方法估计模型参数,并以上海证券交易所综合指数日收益率数据为样本,对沪市指数收益波动进行实证研究,探讨涨跌停板制度对股市波动的作用。
4) wave-contouring motion
随波运动
5) surface following buoy
水面随波浮标
6) stochastic volatility
随机波动率
1.
The Pricing of Exotic Options under Stochastic Volatility;
具有价格随机波动率的新型期权定价
2.
The Pricing of Credit Spread Derivatives with Mean Reverting and Stochastic Volatility;
具有价格均值回复与随机波动率的信用差价衍生产品定价
3.
Pricing of American Call Option under Lévy Model with Stochastic Volatility;
带随机波动率的Lévy模型下美式看涨期权的定价
补充资料：随波
1.依着风波飘动。 2.比喻无原则地跟从他人行事。
说明：补充资料仅用于学习参考，请勿用于其它任何用途。
参考词条