英汉例句

• in this paper we analyses chinese stock market using the continuous-time stochastic volatility models with jumps in returns and volatilities.

  研究了收益和波动中同时具有跳跃因子的连续时间随机波动模型。

• the author further compares the asvjd model with the geometric brownian model, ckls model, geometric brownian with jump model and the affine stochastic volatility model in demonstration.

  同时，分别将其与几何布朗运动模型、ckls模型、带跳跃的几何布朗运动模型和仿射随机波动模型进行了比较研究。

• in this paper we propose to a stochastic volatility model based on daily returns and intra-daily high-low price range jointly.

  本文引入了基于日内价格幅度与回报两个测度指标的随机波动率模型。

• the results indicated that in these two types of models, the egarch-m model and the leverage stochastic volatility model had better fitting results.

  拟合结果表明，在两类模型中egarch-m模型和杠桿随机波动模型具有较好的拟合效果。

• the paper presents the optimal investment problem with the stochastic volatility model.

  研究了随机波动率模型的最优投资问题。

• the stochastic volatility models (sv model) is a kind of time series model which can reflect fluctuation that can not be observed directly.

  随机波动（sv）模型是一种重要的具有隐性波动的时间序列模型。

• this paper deals with the minimal entropy martingale measure and utility indifference pricing concerning a stochastic volatility model.

  本文研究了随机波动率模型的最小熵鞅测度和效用无差别定价。

• in this paper we empirically study the dynamic behavior of chinese short-term rates using stochastic volatility diffusion models with markov-switching.

  文章对中国瞬时利率动态行为进行了实证研究，比较了一类马尔可夫状态转换加随机波动扩散模型。

• this paper orders option prices under different well known martingale measures in an incomplete stochastic volatility model.

  基于不完备的随机波动率模型，本文给出了不同着名鞅测度下定价的大小顺序。

• this paper deals with the exponential utility indifference pricing problem to stochastic volatility model.

  研究了随机波动率模型的指数效用无差别定价和套期保值策略选择问题。

• the paper reviews and comments on the advances in estimation of stochastic volatility models and puts forward several questions that call for great attention.

  本文对随机波动模型估计方法取得的进展进行了综述与简评，并提出了今后值得研究的一些相关问题。

• the paper introduces stochastic volatility (sv) model and its estimation method.

  介绍了刻画波动特性的随机波动模型及其估计方法。

• stochastic volatility model is one of the most important models in describing the volatility of financial market and its parameter estimation is a hot topic in this area.

  随机波动模型作为金融市场波动量化研究的一种重要模型，其参数估计问题是近十余年来该领域的研究热点。

• in this thesis, we are concerned with the problem of pricing of stock index future using stochastic volatility (sv) model.

  本文主要讨论了利用随机波动率（sv）模型来对股票指数期货进行定价的问题。

• aimed at this case, this paper try to construct a simple stochastic volatility model— volatility following a finite markov chain.

  针对这种情况，本文试图建立一种比较简单的随机波动率模型——波动率服从有限马氏链的模型。

• this article discusses optimal investment problems with stochastic volatility that is a function of variable yt, a simple mean-reverting markov diffusion process.

  该文讨论随机波动率下的最优投资问题，随机波动率为马尔科夫扩散过程函数。

• based on reading document widely, we summarize the development of stochastic volatility modeling from viewpoint of how to unite discrete data and continuous models.

  本文在广泛阅读文献的基础上，从如何把离散数据与连续模型相统一的角度，系统概括了随机波动建模问题的研究进展。

• in this paper, we extended the basic stochastic volatility models to a stochastic volatility models with arma(1,1) conditional heteroskedasticity and correlated errors.

  我们首先提出了一个带arma（1，1）条件异方差相关的随机波动模型，它是基本的随机波动模型的一个自然的推广。

• based on this we simulate the volatility features of the two kinds of yield rate time series and analyze their fitting results using the stochastic volatility models.

  在此基础上利用随机波动类模型对两种收益率的波动性特征进行拟合，并对拟合优度进行分析。

• it builds up a stochastic volatility interest rate term structure model to describe the behavior of financial market repo rate of national debt in china.

  建立描述中国金融市场国债回购利率行为的随机波动利率期限结构模型。