GREEKS

作品数:5被引量:3H指数:1
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相关领域:经济管理文化科学更多>>
相关机构:上海财经大学复旦大学莆田学院商务部国际贸易经济合作研究院更多>>
相关期刊:《Journal of Sports Science》《Journal of Ancient Civilizations》《Sociology Study》《Journal of Systems Science and Information》更多>>
相关基金:国家自然科学基金上海市高校选拔培养优秀青年教师科研专项基金更多>>
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Efficient Simulations of Option Pricing and Greeks Under Three-Factor Model by Conditional Monte Carlo Method
《Journal of Systems Science and Information》2023年第3期314-331,共18页Shanshan CHEN Chenglong XU Zhaokui SHI 
This paper proposes a hybrid Monte Carlo simulation method for pricing European options under the stochastic volatility model and three-factor model.First,the European options are expressed as a conditional expectatio...
关键词:conditional Monte Carlo control variate stochastic volatility stochastic interest rate option pricing 
随机波动率模型下基于精确模拟算法的期权计算理论被引量:2
《同济大学学报(自然科学版)》2017年第10期1539-1548,共10页马俊美 杨宇婷 顾桂定 徐承龙 
国家自然科学基金(11271243;11371105;11671246);上海市优秀青年基金(ZZCD12007);应用数学福建省高校重点实验室(莆田学院)开放课题(SX201704)
基于两类随机波动率模型研究了欧式期权的价格和敏感性估计问题.在Broadie和Kaya的精确模拟算法基础上,讨论了舍取抽样技术在精确模拟算法中的有效应用.在此基础上研究条件蒙特卡罗、对偶变量技术等方差减小技术在欧式期权定价和敏感性G...
关键词:随机波动率 精确模拟 加速 条件蒙特卡罗 GREEKS 
A Group of Factors Influencing the Development of the Greeks Volleyball Athletes at School Age
《Journal of Sports Science》2017年第1期29-37,共9页Achilleopoulos John Lamprousi Georgia Barzouka Karolina 
The study of the multitude factors that influence the development of the athletes is the subject of extensive scientific research so that the implementation of optimized sport development models can be designed and pr...
关键词:VOLLEYBALL sports development factors school age Greece 
NAMING THE GREEKS IN THE ARCHAIC PERIOD:“PANHELLENES,” “HELLENES,” “HELLAS” AND THE NOTION OF PANHELLENISM被引量:1
《Journal of Ancient Civilizations》2016年第1期45-84,共40页Mengzhen Yue 
In describing the geography of the Argive region, Strabo pauses for a moment to discuss the development of the terms "Hellas," "Hellenes," and "Panhellenes" in ancient times and whether there is a Greek-barbaria...
关键词:期刊 编辑工作 规范 写作方法 
The Oral Language as the Primary Medium Among Men
《Sociology Study》2014年第9期774-782,共9页Laura Trujillo Linan 
Nowadays, language has gained great importance due to mass media which allows men to interact with other people anytime and anywhere. Some issues arise: Do media change the way we communicate? Are there any means in...
关键词:GREEKS LANGUAGE orality trivium MCLUHAN 
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