对数正态模型 meaning in Chinese
lognormal model
Examples
- The models of the stock price fluctuation is a mathematics model discribing the fluctuation of the stock price , it is all along the question financial scholars research over a long period of time , the models existing at present are mainly the model of randonm walk and the model of lognormal distribution etc . economists analyse the two models by authentic proof , which indicates that this two models do not fully qualify the actual stock market . in view of the above - mentioned facts , at the time some scholar have studied a new model of the stock price that even conforms to the actual stock market - that is the model of lognormal distribution
股票价格波动模型是用于描述股票价格波动的数学模型，一直是金融学者们长期研究的问题。目前存在的模型主要有随机游走模型、对数正态模型等，鉴于股价波动的随机游走模型和对数正态模型均经过实证分析，表明不完全符合现实的股票市场，目前理论研究者提出一种更符合实际股票市场的股价模型-股价波动源模型(文[ 5 ]的作者将股价异常变化带来的短期收益率函数附加在几何brown运动上，推广了对数正态模型)及研究出了另一种混合形式下(见文[ 15 ] )的期权定价方程。