1) 1-th and q-nary tree model
一级q叉树模型
2) 1-st and q-nary tree machine model with MIMD computer
MIMD一级q叉树
3) 1-th and 3-nary machine model with MIMD computer
MIMD一级3叉树
1.
This paper gives a C program used in the analogue-distributed parallel algorithm which is based on the 1-th and 3-nary machine model with MIMD computer of distributed memory to solve a Tri-diagonal system.
给出一个串行模拟在分布式存储MIMD一级3叉树机上求解任意三对角线性代数方程组的分布式迭代算法的C语言程序。
4) binomial tree model
二叉树模型
1.
The defects are discussed for the usual binomial tree model.
讨论了普通二叉树模型定价公式的缺陷,在新型二叉树定价模型的基础上利用原点矩和中心矩的关系得出新型三叉树定价模型公式,并且证明该三叉树模型下期权价格满足的方程是B-S方程在Δt上的一阶近似。
2.
The theoretical prices of convertible bonds are calculated with a binomial tree model with credit risk in this paper.
本文以中国市场上的35只可转换债券为样本,选取每只可转换债券自发行日至2006年2月的相关数据,采用引入信用风险的二叉树模型对可转换债券的理论价值进行计算,通过市场价格与理论价值的对比,发现中国市场上的可转换债券价值从整体上被低估。
3.
The defects are analyzed for the usual binomial tree model of option pricing.
对目前普遍使用的期权定价二叉树模型的缺陷进行了分析 ,利用随机误差校正方法构造出新型的二叉树参数模型 。
5) trinomial tree model
三叉树模型
1.
Furthermore, a two-factor model for pricing corporate bonds is proposed by using the trinomial tree model and taking the default risk into account.
在考虑到企业违约风险的情形下,利用三叉树模型方法,建立了一个含有企业价值、 利率两种随机因子在内的企业债券的二因素定价模型。
2.
A parameter depicting the equivalent martingale measure in one-period trinomial tree model under the hypothesis of no arbitrage opportunity is found,and the equations which the parameters corresponding Esscher measure and q-optimal pricing measures must satisfy are given respectively.
在无套利假设下,用一个参数刻画单周期三叉树模型中的等价鞅测度,得到了Esscher变换测度和q-优化测度对应参数所满足的方程,然后利用数值计算对这些参数进行了比较。
6) Binomial model
二叉树模型
1.
Pricing of convertible bonds by binomial model;
二叉树模型用于可转换公司债券定价
2.
A Study on the MBS Pricing Model Based on Binomial Model;
基于二叉树模型的MBS产品定价研究
3.
In this paper,the venture capital investment and more time and investment decision-making phase of uncertainty,the use of real options binomial model and the expansion of the trigeminal tree model,the establishment of a risk investment with the actual hybrid option pricing model,with a view to development of risk investment decisions of the new ideas.
从风险投资的投资时间多阶段性和投资决策不确定性出发,运用实物期权的二叉树模型和扩展后的三叉树模型,建立了一个符合风险投资实际的多阶段混合式期权定价模型,以期开拓对风险投资决策的新思路。
补充资料：叉手叉脚
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