profit function meaning in Chinese
利润函数
Examples
- Firstly , the monopolist must establish his profit function and realize all possible profits , and find the approach to maximize his profit
首先，厂商必须在认知自身成本结构基础上建立收益函数，分析可能的收益来源，寻找收益最大化的途径或条件。 - According to the regulations above , the paper presents the virtual price and profit function in the course of selecting cars for the departing trains and the model of the grouping cars into arrival trains
依据上文提炼的理论，仿照现代经济社会中的交易活动，提出列车推算中的虚拟价格和收益函数，得到简单可行的车流推算模型。 - So here the issue that we were interested in was to find the very harvesting efforts that maximize the profit function which was closely related with the catching efforts , i . e . the optimal values of harvesting efforts
这一部分主要是在这个范围内，寻找使与捕获努力量密切相关的利润函数取得最大值的捕获努力量，即我们所感兴趣的最优的捕获努力量值 - 4 . after changing the short - term profit function to possion jump process , in the view of that the derivated partial differential equation of the option pricing which different from black - scholes partial differential equation still is that interest rate is constant ( 4 . 2 ) , the model which does not accord with the real market under the assumption . at last , we derivat a new model of option pricing whoso profit rate is possion jump process under stochastic interest rate ( 5 . 13 ) , this model not only changes the form of the short - term profit function of the stock price model and avaids the simplization of the profit rate function the unusual flunction sources bring about , but also relaxes the basis assumption of black - scholes option pricing model and makes that the partial differential equation builds the foundation which even approaches the actual market
4 、将短期收益率函数由确定函数修改为possion跳跃过程后，文[ 15 ]推导出的期权定价偏微分方程(见方程4 . 2 )虽然推广了black - scholes期权定价偏微分方程，但此时依旧假设利率是常数，这与实际生活中的不符，我们研究了一个随机利率下短期收益率函数是possion跳跃过程的期权定价模型(见5 . 13 ) ，该模型既改变了股票价格波动源模型中短期收益率函数的形式，避免了异常波动源带来的收益率函数的简单化。 - 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 ) 。