阶梯函数 meaning in English
graduating function
staircase function
step function
Examples
- If you are ambitious, try this alternative procedure: note that f'(x)involves the heaviside stepfunction .
如果你有雄心的话，可以用另外步骤试之：注意f’（X）包含亥维塞阶梯函数。 - If you are ambitious , try this alternative procedure : note that f ' ( x ) involves the heaviside stepfunction
如果你有雄心的话，可以用另外步骤试之：注意f ’ （ x ）包含亥维塞阶梯函数。 - Underlying the assumption that the stock price accords with the model of the stock price fluctuating sources , by comprehensivily applying the stochasitic differential theory and no - arbitriagc thcory , this paper , under the conditions that the risk - free rate r is constant or ito stochasitic process , successively works out the option pricing about the stock price model with that the short - term profit function is piecewise lecture function arid that one with that the short - term profit function is possion jump process , derivats counterpart partial differential equation of option pricing . the outcome states : 1 . when the short - term profit function is unusual flunctuating sources bring out a piecewise lecture function , this amendment on the lognormal distribution model does not improve the option price , because this partial differential equation of option pricing is the same one underlying the lognormal distribution model ( see equation 2 . 14 )
本文基于股价符合波动源模型的假设，综合运用随机微分理论等数学原理和无套利理论等金融理论，依此对短期收益率函数为分段阶梯函数和possion跳跃过程的股价波动源模型分别在无风险利率是常数和随机过程的条件下作了期权定价，推导出了相应的期权定价偏微分方程，结果表明： 1 、由异常波动源带来的短期收益率函数是分段阶梯函数时，这种对股价对数正态分布模型的修正不能改善期权价格，因为基于这种模型的期权定价偏微分方程与基于股价对数正态分布模型的期权定价偏微分方程完全相同(见方程2 . 14 ) 。