支付函数 meaning in Chinese
pay off function
payoff function
Examples
- Equilibrium concept is a rule that defines an equilibrium based on the possible strategy combinations and the payoff functions
均衡概念是一个定义基于可能策略组合与支付函数之上的均衡的规则。 - A player ' s type is the strategy set , information partition , and payoff function which nature chooses for him at the start of a game of incomplete information
参与者的类型指他的策略集、信息分割和支付函数,在不完全信息博弈中,这些都是由自然在博弈之初的选择所决定的。 - Next , through equation of payment function , the essay disposes the moral hazard between maker and distributor , thus proving the phenomenon of prisoner hesitancy existing inside the supply chain
然后通过支付函数的全微分,揭示了制造商与分销商之间的道德风险,证明了供应链内部存在囚徒困境现象。 - Provided that stock price process is a jump - diffusion process , the rate of return and the volatility are functions of time , the pricing formula of exponential european jump option can be obtained with the principle of equivalent martingale measure
摘要假定股票价格过程服从跳跃扩散过程,且无风险利率,股票收益率、波动率均为时间函数,利用等价鞅测度方法得出了支付函数为幂型的欧式期权定价公式。 - 2 . aiming at derivative security with nonlinear payment function and the “ fat tails ” in the financial data , we induce the definitions of var in chapter 5 and discuss its characters from both the cash value and the returns ratios as a random variable . moreover , we deliberate the algorithm of var in detail and the advantages & disadvantages of the various algorithms
2 .针对具有非线性支付函数的衍生产品以及金融数据明显的“厚尾”现象,本文第五章对风险价值( var )分别从现金价值和收益率作为随机变量两方面进行归纳定义,讨论了var的性质,并详细研究了var的算法及各种算法的优缺点。