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4Based on a fact that the price formula of Asian options can be transformed into that of vanilla European option when the time to maturity is less than or equal to the length of average, we skillfully obtain the analytical price formula for the option on the minimum or the maximum of two geometric average prices and generalize it to obtain the price formula of several average prices for the first time. We also apply the method of [121], which approximates the arithmetic average by the geometric average, to the pricing of opitons on the minimum or the maximum of two arithmetic average prices to obtain Its approximated price formula. Numerical results show that the approximated price is relatively accurate when the riskless interest rate is large or the option is in the money and the volatility of two underlying assets are high and its accuracy is a little reduced but still good when the dividends are considered. However, it is hardly affected by the sampling number.

我們基于觀察到的一個事實即當離到期時間小于或等于平均期間時亞洲期權的價格可變換成普通的歐式期權的價格一级黄色网址,從而巧妙地得到了兩個幾何平均價格的最小或最大值期權價格的解析公式,通過簡單地推廣人人开人人操,首次得到了多個幾何平均時的價格公式国产情侣作爱视频免费观看;將[121]用于算術平均亞洲期權的定價方法推廣到兩個算術平均價格的最小或最大值期權,從而得到它的漸進公式偷偷自拍最新地址,數(shù)值結果表明:漸進價格的準確性在無風險利率較大或期權為實值且兩標的資產的波動率較小時較好国产口爆视频,抽樣的個數(shù)對它沒有影響,但考慮紅利時它稍有下降但仍較好超碰人人操干。

To view a woman with only erotic eyesight approximates impudicity.

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This model,close to experiment,approximates normal model due to the ionization increasing at h...

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Great differences between them are found in amplitude, and attributed to the strong background wind in troposphere and steady weak wind in lower stratosphere. Steady diurnal variation of temperature appears above 23 km, and the same variation in pressure is found starting from lower altitude, which together suggest a weak diurnal variation in atmosphere density above 23 km, that approximates a constant at each height.

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The Brownian network which approximates a two-station multiclass queueing network with dynamic scheduling capability is extended to the case of multistation multiclass manufacturing systems and the appropriate algorithms regarding the input control and sequencing decisions are also developed.

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By using the first symbol of every observation window as pilot symbols, the transmit efficiency approximates to 1. Moreover, the proposed algorithm does not require the feedback channel. The fast search for the maximum-likelihood solution can be done by sphere decoding aligorthm.

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The nearer a society approximates to zero population growth, the olde

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This method approximates the nonlinear dynamics efficiently, which is mainly composed of friction in system, by orthogonal polynomials.

該方法利用正交多項式實現(xiàn)對系統(tǒng)中以摩擦力為主的非線性動態(tài)充分逼近與補償,不要求任何摩擦力模型91中文字幕国产。

Screening will not be discussed here except to say that it approximates grey levels by different size objects (the size of the object is proportional to the grey level) The objects are arranged on in a regular matrix which is at some angle to the horizontal.

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However, as the name(read-only memory)implies, CD disks cannot be written onorchanged in any way.

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A single payment file can be uploaded from an ERP system to effect all pan-China RMB payments and overseas payments in all currencies.

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