期刊文献+
共找到128篇文章
< 1 2 7 >
每页显示 20 50 100
通用型、区域型、语别型、国别型——谈国际汉语教材的多元化 被引量:19
1
作者 李泉 宫雪 《汉语学习》 CSSCI 北大核心 2015年第1期76-84,共9页
本文探讨了通用型、区域型、语别型、国别型四类汉语教材的内涵和特点、适用范围和编写理据、设计和编写要求以及四类教材的共性与个性。四类教材各有优势与不足,不宜用一种类型替代其他类型的教材编写和研究。通用型教材具有广阔的编... 本文探讨了通用型、区域型、语别型、国别型四类汉语教材的内涵和特点、适用范围和编写理据、设计和编写要求以及四类教材的共性与个性。四类教材各有优势与不足,不宜用一种类型替代其他类型的教材编写和研究。通用型教材具有广阔的编创空间,现在和将来都应是教材研究和编写的重点;应确立汉语教学区域化、语别化概念,并加强区域化和语别化汉语教材的研究和编写;国别型教材的编写应注意内涵的体现,不要使"国别化"流于形式和口号。此外,值得强调的是,各类教材的编写都应以汉字的基本知识及其组合规律与应用规律的教学为主,都应注意教材内容的中国化问题。 展开更多
关键词 国际汉语教材编写 通用教材 区域教材 别型教材 别型教材
下载PDF
Graves氏病病人补体第四成份(C4)的别型变化及C4QO的检出频率 被引量:3
2
作者 赵修竹 张文杰 +3 位作者 吴锋 姜晓丹 张莉 陈格 《中国病理生理杂志》 CAS CSCD 北大核心 1989年第5期266-269,共4页
依照我室仿第四届国际补体专题讨论会推荐的方法建立的技术程序,并辅以先进的薄层扫描,对44例份Graves氏病人及89例份正常人的EDTA血浆的C4别型,特别是C4QO的情况进行了检测与对比,发现Graves氏病人的C4QO基因频率(C4AQO为0.364,C4BQO为... 依照我室仿第四届国际补体专题讨论会推荐的方法建立的技术程序,并辅以先进的薄层扫描,对44例份Graves氏病人及89例份正常人的EDTA血浆的C4别型,特别是C4QO的情况进行了检测与对比,发现Graves氏病人的C4QO基因频率(C4AQO为0.364,C4BQO为0.216)较正常人(C4AQO为0.169,C4BQO为0.073)显著增高,进一步分析不同的C4QO表型,情况亦然。 展开更多
关键词 GRAVES病 补体第4成分 别型
下载PDF
系统性红斑狼疮病人补体C_4别型的检测
3
作者 陈盛强 赵绮华 +2 位作者 邓维意 王增慧 陈明春 《广州医学院学报》 1993年第2期66-67,共2页
本文对65例系统性红斑狼疮病人的补体C<sub>4</sub>别型进行了检测,并与98例正常人作了对照,结果是:SLE病人的C<sub>4</sub><sup>*</sup>AQ<sub>o</sub>和C<sub>4</sub>&l... 本文对65例系统性红斑狼疮病人的补体C<sub>4</sub>别型进行了检测,并与98例正常人作了对照,结果是:SLE病人的C<sub>4</sub><sup>*</sup>AQ<sub>o</sub>和C<sub>4</sub><sup>*</sup>BQ<sub>o</sub>频率明显增高,C<sub>4</sub><sup>A</sup><sub>3</sub>频率明显下降。(P【0.001) 展开更多
关键词 全身性红斑狼疮 HLA 补体 C1 别型
下载PDF
TONE MODELING BASED ON HIDDEN CONDITIONAL RANDOM FIELDS AND DISCRIMINATIVE MODEL WEIGHT TRAINING 被引量:1
4
作者 黄浩 朱杰 《Transactions of Nanjing University of Aeronautics and Astronautics》 EI 2008年第1期43-50,共8页
The use of hidden conditional random fields (HCRFs) for tone modeling is explored. The tone recognition performance is improved using HCRFs by taking advantage of intra-syllable dynamic, inter-syllable dynamic and d... The use of hidden conditional random fields (HCRFs) for tone modeling is explored. The tone recognition performance is improved using HCRFs by taking advantage of intra-syllable dynamic, inter-syllable dynamic and duration features. When the tone model is integrated into continuous speech recognition, the discriminative model weight training (DMWT) is proposed. Acoustic and tone scores are scaled by model weights discriminatively trained by the minimum phone error (MPE) criterion. Two schemes of weight training are evaluated and a smoothing technique is used to make training robust to overtraining problem. Experiments show that the accuracies of tone recognition and large vocabulary continuous speech recognition (LVCSR) can be improved by the HCRFs based tone model. Compared with the global weight scheme, continuous speech recognition can be improved by the discriminative trained weight combinations. 展开更多
关键词 speech recognition MODELS hidden conditional random fields minimum phone error
下载PDF
Facial expression recognition based on fuzzy-LDA/CCA 被引量:1
5
作者 周晓彦 郑文明 +1 位作者 邹采荣 赵力 《Journal of Southeast University(English Edition)》 EI CAS 2008年第4期428-432,共5页
A novel fuzzy linear discriminant analysis method by the canonical correlation analysis (fuzzy-LDA/CCA)is presented and applied to the facial expression recognition. The fuzzy method is used to evaluate the degree o... A novel fuzzy linear discriminant analysis method by the canonical correlation analysis (fuzzy-LDA/CCA)is presented and applied to the facial expression recognition. The fuzzy method is used to evaluate the degree of the class membership to which each training sample belongs. CCA is then used to establish the relationship between each facial image and the corresponding class membership vector, and the class membership vector of a test image is estimated using this relationship. Moreover, the fuzzy-LDA/CCA method is also generalized to deal with nonlinear discriminant analysis problems via kernel method. The performance of the proposed method is demonstrated using real data. 展开更多
关键词 fuzzy linear discriminant analysis canonical correlation analysis facial expression recognition
下载PDF
Cascaded projection of Gaussian mixture model for emotion recognition in speech and ECG signals 被引量:1
6
作者 黄程韦 吴迪 +5 位作者 张晓俊 肖仲喆 许宜申 季晶晶 陶智 赵力 《Journal of Southeast University(English Edition)》 EI CAS 2015年第3期320-326,共7页
A cascaded projection of the Gaussian mixture model algorithm is proposed.First,the marginal distribution of the Gaussian mixture model is computed for different feature dimensions, and a number of sub-classifiers are... A cascaded projection of the Gaussian mixture model algorithm is proposed.First,the marginal distribution of the Gaussian mixture model is computed for different feature dimensions, and a number of sub-classifiers are generated using the marginal distribution model.Each sub-classifier is based on different feature sets.The cascaded structure is adopted to fuse the sub-classifiers dynamically to achieve sample adaptation ability.Secondly,the effectiveness of the proposed algorithm is verified on electrocardiogram emotional signal and speech emotional signal.Emotional data including fidgetiness,happiness and sadness is collected by induction experiments.Finally,the emotion feature extraction method is discussed,including heart rate variability, the chaotic electrocardiogram feature and utterance level static feature.The emotional feature reduction methods are studied, including principle component analysis,sequential forward selection, the Fisher discriminant ratio and maximal information coefficient.The experimental results show that the proposed classification algorithm can effectively improve recognition accuracy in two different scenarios. 展开更多
关键词 Gaussian mixture model emotion recognition sample adaptation emotion inducing
下载PDF
信息系统安全保密分析 被引量:1
7
作者 刘海鹰 《电子技术与软件工程》 2015年第15期221-221,共1页
信息技术发展给大众带来了便利,以此同时基于信息技术的网络攻击与入侵也严重威胁到了集体和个人利益,制约了社会和经济的发展。本文结合信息安全发展趋势、信息安全保密体系结构提出了信息安全保密工作需要从物理、网络、系统、应用、... 信息技术发展给大众带来了便利,以此同时基于信息技术的网络攻击与入侵也严重威胁到了集体和个人利益,制约了社会和经济的发展。本文结合信息安全发展趋势、信息安全保密体系结构提出了信息安全保密工作需要从物理、网络、系统、应用、数据库安全管理进行风险分析,制定出系统安全需求与安全策略。 展开更多
关键词 计算机网络 安全保密 信息安全模别型 PDRR模义保
下载PDF
Research on Sex and Tissue Differences in Isozymic Phenotype of Varicorhinus macrolepis through Isozyme Electrophoresis 被引量:6
8
作者 庞秋香 庞书香 +5 位作者 赵博生 宿烽 孙欢欢 颜越 吕志林 刘龙 《Agricultural Science & Technology》 CAS 2010年第5期101-105,共5页
Polyacrylamide gel electrophoresis (PAGE) and biochemical staining method were used in this study for the analysis on malate dehydrogenase (MDH,E.C. 1.1.1.37) isozymes zymogram in 11 different types of tissues of male... Polyacrylamide gel electrophoresis (PAGE) and biochemical staining method were used in this study for the analysis on malate dehydrogenase (MDH,E.C. 1.1.1.37) isozymes zymogram in 11 different types of tissues of male and female Varicorhinus macrolepis. It had been found for the first time that the phenotype of malate dehydrogenase (MDH),acid phosphatase (ACP) and superoxide dismutase (SOD) showed difference between male and female V. macrolepis,and there was no difference among different individuals in the same sex. Therefore,the electrophoresis band of malate dehydrogenase,acid phosphatase and superoxide dismutase could be used as an indicator for the identification of gender and tissues of V. macrolepis,which would provide basic data for the developmental genetics,variety improvement and directed breeding of V. macrolepis groups,thus facilitating the development and protection of this valuable fish species. 展开更多
关键词 Varicorhinus macrolepis Malate dehydrogenase Acid phosphatase Superoxide dismutase Polyacrylamide gel electrophoresis (PAGE)
下载PDF
Online composite shape recognition based on relevance feedback
9
作者 王强 孙正兴 《Journal of Southeast University(English Edition)》 EI CAS 2005年第2期153-158,共6页
This paper describes a novel method of online composite shape recognition interms of the relevance feedback technology to capture a user's intentions incrementally, and adynamic user modeling method to adapt to va... This paper describes a novel method of online composite shape recognition interms of the relevance feedback technology to capture a user's intentions incrementally, and adynamic user modeling method to adapt to various users' styles. First, the relevance feedback isadapted to refine the recognition results and reduce the ambiguity incrementally based on theestablishment of a feature-based vector model of a user's sketches. Secondly, a dynamic usermodeling is introduced to model the user's sketching habits based on recording and analyzinghistorical information incrementally. A model-based matching strategy is also employed in the methodto recognize sketches dynamically. Experiments prove that the proposed method is both effective andefficient. 展开更多
关键词 sketchy-based user interface online composite shape recognition dynamicuser modeling relevance feedback
下载PDF
Discriminative tone model training and optimal integration for Mandarin speech recognition
10
作者 黄浩 朱杰 《Journal of Southeast University(English Edition)》 EI CAS 2007年第2期174-178,共5页
Two discriminative methods for solving tone problems in Mandarin speech recognition are presented. First, discriminative training on the HMM (hidden Markov model) based tone models is proposed. Then an integration t... Two discriminative methods for solving tone problems in Mandarin speech recognition are presented. First, discriminative training on the HMM (hidden Markov model) based tone models is proposed. Then an integration technique of tone models into a large vocabulary continuous speech recognition system is presented. Discriminative model weight training based on minimum phone error criteria is adopted aiming at optimal integration of the tone models. The extended Baum Welch algorithm is applied to find the model-dependent weights to scale the acoustic scores and tone scores. Experimental results show that tone recognition rates and continuous speech recognition accuracy can be improved by the discriminatively trained tone model. Performance of a large vocabulary continuous Mandarin speech recognition system can be further enhanced by the discriminatively trained weight combinations due to a better interpolation of the given models. 展开更多
关键词 discriminative training minimum phone error tone modeling Mandarin speech recognition
下载PDF
Discriminative Latent Model Based Chinese Multiword Expression Extraction 被引量:2
11
作者 Xiao, Sun 《China Communications》 SCIE CSCD 2012年第3期124-133,共10页
Discriminative Latent Model(DLM) is proposed for Multiword Expressions(MWEs) extraction in Chinese text to improve the performance of Machine Translation(MT) system such as Template Based MT(TBMT).For MT systems to be... Discriminative Latent Model(DLM) is proposed for Multiword Expressions(MWEs) extraction in Chinese text to improve the performance of Machine Translation(MT) system such as Template Based MT(TBMT).For MT systems to become of further practical use,they need to be enhanced with MWEs processing capability.As our study towards this goal,we propose DLM,which is developed for sequence labeling task including hidden structures,to extract MWEs for MT systems.DLM combines the advantages of existing discriminative models,which can learn hidden structures in sequence labeling task.In our evaluations,DLM achieves precisions ranging up to 90.73% for some type of MWEs,which is higher than state-of-the-art discriminative models.Such results demonstrate that it is feasible to automatically identify many Chinese MWEs using our DLM tool.With MWEs processing model,BLEU score of MT system has also been increased by up to 0.3 in close test. 展开更多
关键词 informationguage processing MT sions processing natural lan-DLM multiword expres-
下载PDF
Establishment of water source discrimination model in coal mine by using hydrogeochemistry and statistical analysis: a case study from Renlou Coal Mine in northern Anhui Province, China 被引量:5
12
作者 SUN Lin-hua GUI He-rong 《Journal of Coal Science & Engineering(China)》 2012年第4期385-389,共5页
The demand for energy consumption promotes to find more coal in deep underground up to 1 000 m and brings more serious situation of water disaster. As one of the major methods for water disaster control, hydrogeochemi... The demand for energy consumption promotes to find more coal in deep underground up to 1 000 m and brings more serious situation of water disaster. As one of the major methods for water disaster control, hydrogeochemistry attracts a series of studies related to water source discrimination. In this paper, a simple method for constructing the water source discrimination model based on major ions and multivariate statistical analysis was reported using the following procedures: (1) collection of data and interpretation, (2) analysis of controlling factors based on the chemical composition of groundwater, (3) "pure" sample chosen, and (4) discrimination model establishment. After the processes, two functions and a diagram were established for three aquifers (the Quaternary, Coal bearing, and Taiyuan Fm.) from the Renlou Coal Mine in northern Anhui Province, China. The method can be applied in almost all coal mines and can be used for evaluating the contribution ratios if the water is collected from a mixing source. 展开更多
关键词 HYDROGEOCHEMISTRY water source discrimination multivariate statistical GROUNDWATER
下载PDF
Water resistant features of high-risk outburst coal seams and standard discriminant model of mining under water-pressure 被引量:2
13
作者 GU Xiugen WANG Jiachen LIU Yude 《Mining Science and Technology》 EI CAS 2010年第6期797-802,共6页
It is important to emphasize the value of research in safe mining technology of high-risk water outburst coal seams. We describe briefly current conditions abroad and in China. Based on an Ordovician limestone aquifer... It is important to emphasize the value of research in safe mining technology of high-risk water outburst coal seams. We describe briefly current conditions abroad and in China. Based on an Ordovician limestone aquifer with high-risk water outburst seams in the Feicheng coal field, we analyzed the water-resistant characteristics of a coal floor aquifuge and the behavior of water head intrusion of a confined aquifer and propose a safe criterion model and relevant technology of mining above aquifers. This has brought satisfactory results in engineering practice. 展开更多
关键词 water body thin aquifer water resistance physical simulation discriminant model
下载PDF
Machine learning strategies for lithostratigraphic classification based on geochemical sampling data: A case study in area of Chahanwusu River, Qinghai Province, China 被引量:5
14
作者 ZHANG Bao-yi LI Man-yi +4 位作者 LI Wei-xia JIANG Zheng-wen Umair KHAN WANG Li-fang WANG Fan-yun 《Journal of Central South University》 SCIE EI CAS CSCD 2021年第5期1422-1447,共26页
Based on the complex correlation between the geochemical element distribution patterns at the surface and the types of bedrock and the powerful capabilities in capturing subtle of machine learning algorithms,four mach... Based on the complex correlation between the geochemical element distribution patterns at the surface and the types of bedrock and the powerful capabilities in capturing subtle of machine learning algorithms,four machine learning algorithms,namely,decision tree(DT),random forest(RF),XGBoost(XGB),and LightGBM(LGBM),were implemented for the lithostratigraphic classification and lithostratigraphic prediction of a quaternary coverage area based on stream sediment geochemical sampling data in the Chahanwusu River of Dulan County,Qinghai Province,China.The local Moran’s I to represent the features of spatial autocorrelations,and terrain factors to represent the features of surface geological processes,were calculated as additional features.The accuracy,precision,recall,and F1 scores were chosen as the evaluation indices and Voronoi diagrams were applied for visualization.The results indicate that XGB and LGBM models both performed well.They not only obtained relatively satisfactory classification performance but also predicted lithostratigraphic types of the Quaternary coverage area that are essentially consistent with their neighborhoods which have the known types.It is feasible to classify the lithostratigraphic types through the concentrations of geochemical elements in the sediments,and the XGB and LGBM algorithms are recommended for lithostratigraphic classification. 展开更多
关键词 machine learning geochemical sampling lithostratigraphic classification lithostratigraphic prediction BEDROCK
下载PDF
An Identification Method Based on the Improved NLJ Algorithm and Its Application 被引量:8
15
作者 姜景杰 甄新平 +3 位作者 李全善 魏环 靳其兵 潘立登 《Chinese Journal of Chemical Engineering》 SCIE EI CAS CSCD 2007年第1期88-91,共4页
The accurate model is the most important and basic condition for the application of advanced process control, but the conventional methods do not provide satisfactory results in the case of unstable processes. To effe... The accurate model is the most important and basic condition for the application of advanced process control, but the conventional methods do not provide satisfactory results in the case of unstable processes. To effec-tively control these processes, a novel identification method (Model Parameters and Initial States Identification si-multaneously in closed loop —MPISI) is proposed. The model parameters and initial states of state equation can be simultaneously identified using this method. The results of simulation and application show that this method has the advantageous of disturbance-rejection and robustness. This method proposes a novel way for the optimization and the advanced control of the process systems. 展开更多
关键词 new Luus-Jaakola (NLJ) internal model control proportional-integral-derivative (PID) model identi- fication initial states identification
下载PDF
A Modified Split⁃Ring Resonator Antenna for Radio Frequency Identification Tag 被引量:1
16
作者 CHEN Weikang NIU Zhenyi +2 位作者 LI Mengyuan XU Qian GU Changqing 《Transactions of Nanjing University of Aeronautics and Astronautics》 EI CSCD 2021年第3期512-519,共8页
A compact antenna formed by three concentric split rings for ultra-high frequency(UHF)radio frequency identification(RFID)tag is proposed in this paper.The antenna is composed of two parts,an outer short-circuited rin... A compact antenna formed by three concentric split rings for ultra-high frequency(UHF)radio frequency identification(RFID)tag is proposed in this paper.The antenna is composed of two parts,an outer short-circuited ring modified from a traditional split-ring resonator(SRR)antenna and an inner SRR load,so the antenna can be regarded as a short-circuited ring loaded with SRR.According to the transmission line theory,to conjugate match with the capacitive input-impedance of a tag chip,the length of the short-circuited ring isλg/4 shorter than that of an open-circuited dipole of a traditional SRR antenna,whereλg is the wavelengh of the operating frequency.Hence,the size of the proposed antenna is more compact than that of the traditional SRR antenna.Thereafter,the proposed antenna is simulated and optimized by ANSYS high-frequency structure simulator(HFSS).The impedance,efficiency,and mutual coupling of the fabricated antenna are tested in a reverberation chamber(RC).The results show that the size of the presented antenna is 83%smaller than that of the traditional SRR antenna and the proposed antenna can cover the whole UHF RFID operating frequency band worldwide(840—960 MHz).The measured read range of the tag exhibits maximum values of 45 cm in free space and 37 cm under dense tag environment. 展开更多
关键词 radio frequency identification(RFID) compact antenna split-ring resonator(SRR) reverberation chamber(RC) dense tag environment
下载PDF
Identification Method of Gas-Liquid Two-phase Flow Regime Based on Image Multi-feature Fusion and Support Vector Machine 被引量:6
17
作者 周云龙 陈飞 孙斌 《Chinese Journal of Chemical Engineering》 SCIE EI CAS CSCD 2008年第6期832-840,共9页
The knowledge of flow regime is very important for quantifying the pressure drop, the stability and safety of two-phase flow systems. Based on image multi-feature fusion and support vector machine, a new method to ide... The knowledge of flow regime is very important for quantifying the pressure drop, the stability and safety of two-phase flow systems. Based on image multi-feature fusion and support vector machine, a new method to identify flow regime in two-phase flow was presented. Firstly, gas-liquid two-phase flow images including bub- bly flow, plug flow, slug flow, stratified flow, wavy flow, annular flow and mist flow were captured by digital high speed video systems in the horizontal tube. The image moment invariants and gray level co-occurrence matrix texture features were extracted using image processing techniques. To improve the performance of a multiple classifier system, the rough sets theory was used for reducing the inessential factors. Furthermore, the support vector machine was trained by using these eigenvectors to reduce the dimension as flow regime samples, and the flow regime intelligent identification was realized. The test results showed that image features which were reduced with the rough sets theory could excellently reflect the difference between seven typical flow regimes, and successful training the support vector machine could quickly and accurately identify seven typical flow regimes of gas-liquid two-phase flow in the horizontal tube. Image multi-feature fusion method provided a new way to identify the gas-liquid two-phase flow, and achieved higher identification ability than that of single characteristic. The overall identification accuracy was 100%, and an estimate of the image processing time was 8 ms for online flow regime identification. 展开更多
关键词 flow regime identification gas-liquid two-phase flow image processing multi-feature fusion support vector machine
下载PDF
Judgment of Aroma Types of Middle and Upper Flue-cured Tobacco Leaves Based on Proportions of Aroma Components 被引量:3
18
作者 詹军 周芳芳 +5 位作者 包崇彦 毛春堂 邓国宾 王伟 杨俊 张晓龙 《Agricultural Science & Technology》 CAS 2013年第4期612-619,共8页
[Objective] This study aimed to establish mathematical models for judging the aroma types of flue-cured tobacco leaves from the upper and middle parts of plants. [Method] A total of 128 samples (63 C3F and 65 B2F) f... [Objective] This study aimed to establish mathematical models for judging the aroma types of flue-cured tobacco leaves from the upper and middle parts of plants. [Method] A total of 128 samples (63 C3F and 65 B2F) from 11 main tobac- co production provinces of China were selected as materials. Stepwise discriminant analysis was applied to samples with different aroma types and discriminant function was expressed with the proportions of 67 aroma components in total aroma con- stituents as the index. [Result] The ratio of most aroma components in clear and full aroma tobacco leaves was higher than that in middle aroma leaves. The ratios of 51, 43 and 40 aroma components of clear, middle and full aroma tobaccos were higher in upper leaves than that in middle leaves. Aroma components dominated certain aroma types differed between middle and upper leaves. The proportions of 18 and 11 aroma components in upper and middle leaves were led in the stepwise discriminant function respectively. Self-validation and cross-validation methods were applied to evaluate the original samples, and the accuracy rates reached 100% and 98.6% on middle leaves, 96.37% and 94.4% on upper leaves. The accuracy rates on some other samples reached 100% on middle leaves and 91.7% on upper leaves predicted with the model. [Conclusion] The ratio of aroma components as discriminant index could improve discriminant accuracy significantly in the middle and upper leaves. It could be used to analyze aroma types objectively, accurately and quickly. 展开更多
关键词 Flue-cured tobacco Aroma components Middle leaves Upper leaves Ratio Aroma types Discriminant analysis
下载PDF
Simulation of second-order RC equivalent circuit model of lithium battery based on variable resistance and capacitance 被引量:9
19
作者 JI Yan-ju QIU Shi-lin LI Gang 《Journal of Central South University》 SCIE EI CAS CSCD 2020年第9期2606-2613,共8页
With the rise of the electric vehicle industry,as the power source of electric vehicles,lithium battery has become a research hotspot.The state of charge(SOC)estimation and modelling of lithium battery are studied in ... With the rise of the electric vehicle industry,as the power source of electric vehicles,lithium battery has become a research hotspot.The state of charge(SOC)estimation and modelling of lithium battery are studied in this paper.The ampere-hour(Ah)integration method based on external characteristics is analyzed,and the open-circuit voltage(OCV)method is studied.The two methods are combined to estimate SOC.Considering the accuracy and complexity of the model,the second-order RC equivalent circuit model of lithium battery is selected.Pulse discharge and exponential fitting of lithium battery are used to obtain corresponding parameters.The simulation is carried out by using fixed resistance capacitance and variable resistance capacitor respectively.The accuracy of variable resistance and capacitance model is 2.9%,which verifies the validity of the proposed model. 展开更多
关键词 lithium battery equivalent circuit model parameter identification SOC estimation
下载PDF
A generalization of exotic options pricing formulae 被引量:3
20
作者 LI Shu-jin LI Sheng-hong 《Journal of Zhejiang University-Science A(Applied Physics & Engineering)》 SCIE EI CAS CSCD 2006年第4期584-590,共7页
Exotic options, or “path-dependent” options are options whose payoff depends on the behavior of the price of the underlying between 0 and the maturity, rather than merely on the final price of the underlying, such a... Exotic options, or “path-dependent” options are options whose payoff depends on the behavior of the price of the underlying between 0 and the maturity, rather than merely on the final price of the underlying, such as compound options, reset options and so on. In this paper, a generalization of the Geske formula for compound call options is obtained in the case of time-dependent volatility and time-dependent interest rate by applying martingale methods and the change of numeraire or the change of probability measure. An analytic formula for the reset call options with predetermined dates is also derived in the case by using the same approach. In contrast to partial differential equation (PDE) approach, our approach is simpler. 展开更多
关键词 Risk-neutral measure Compound options Change of probability measure NUMERAIRE Girsanov's theorem
下载PDF
上一页 1 2 7 下一页 到第
使用帮助 返回顶部