期刊文献+
共找到5篇文章
< 1 >
每页显示 20 50 100
基于对数正态分布代入法的布莱克—斯科尔斯模型的研究
1
作者 胡春生 《贵阳学院学报(自然科学版)》 2012年第1期12-13,22,共3页
根据正态分布的特性和证券价格自然对数的变化特征,先推导出一个具有普适价值的对数正态分布公式,然后结合期权定价的特征,导出了布莱克—斯科尔斯期权定价公式。此方法笔者将之命名为对数正态分布代入法。与随机偏微分方程方法和鞅方... 根据正态分布的特性和证券价格自然对数的变化特征,先推导出一个具有普适价值的对数正态分布公式,然后结合期权定价的特征,导出了布莱克—斯科尔斯期权定价公式。此方法笔者将之命名为对数正态分布代入法。与随机偏微分方程方法和鞅方法相比较,这种方法对数学的要求并不高,只需掌握常规的概率论知识即可,因此它简单易懂,便于理解接受。 展开更多
关键词 布莱克—斯科尔斯模型 期权定价 对数正态分布代入
下载PDF
拟对数正态分布及在服役结构可靠度分析中的应用
2
作者 张俊芝 苏小卒 《结构工程师》 2003年第z1期441-444,共4页
提出了用对数正态分布拟合未知概型的随机变量的方法,即拟对数正态分布法.对服役结构可靠度分析中的变量相关性问题,提出了广义随机空间内拟对数正态分布验算点法.
关键词 对数正态分布 广义随机空间 验算点 服役结构 可靠度
下载PDF
Reliability analysis of laminated composite under compression and shear loads 被引量:1
3
作者 王富生 张钧然 +2 位作者 王佩艳 霍世慧 岳珠峰 《Journal of Central South University》 SCIE EI CAS 2012年第10期2712-2717,共6页
Carrying on a series of compression and shear tests by a large number of specimens, reliabilities of T300/QY8911 laminated composite were studied when dispersibility models were described. The results show that the st... Carrying on a series of compression and shear tests by a large number of specimens, reliabilities of T300/QY8911 laminated composite were studied when dispersibility models were described. The results show that the stress is linearly dependent on the strain and the damage modes of specimens are brittle fracture for both kinds of tests. Dispersibility models of compression and shear strength are expressed as Re-N(415.39, 6 586.36) and Rs-ln(5.071 8, 0.155 3), respectively. When normal and lognormal distributions were used to describe the dispersibility models of compression and shear strength, and the compression or shear load follows the normal distribution, the almost same failure probability can be obtained from different reliability analysis methods. 展开更多
关键词 laminated composite dispersibility model reliability analysis compression SHEAR brittle fracture failure probability
下载PDF
Spatial Variability of Soil Organic Carbon in a Watershed on the Loess Plateau 被引量:37
4
作者 WANG Yun-Qiang ZHANG Xing-Chang +1 位作者 ZHANG Jing-Li LI Shun-Ji 《Pedosphere》 SCIE CAS CSCD 2009年第4期486-495,共10页
Soil organic carbon (SOC) has great impacts on global warming, land degradation and food security. Classic statistical and geostatistical methods were used to characterize and compare the spatial heterogeneity of SOC ... Soil organic carbon (SOC) has great impacts on global warming, land degradation and food security. Classic statistical and geostatistical methods were used to characterize and compare the spatial heterogeneity of SOC and related factors, such as topography, soil type and land use, in the Liudaogou watershed on the Loess Plateau of North China. SOC concentrations followed a log-normal distribution with an arithmetic and geometric means of 23.4 and 21.3 g kg-1, respectively, were moderately variable (CV = 75.9%), and demonstrated a moderate spatial dependence according to the nugget ratio (34.7%). The experimental variogram of SOC was best-fitted by a spherical model, after the spatial outliers had been detected and subsequently eliminated. Lower SOC concentrations were associated with higher elevations. Warp soils and farmland had the highest SOC concentrations, while aeolian sand soil and shrublands had the lowest SOC values. The geostatistical characteristics of SOC for the different soil and land use types were different. These patterns were closely related to the spatial structure of topography, and soil and land use types. 展开更多
关键词 GEOSTATISTICS land use soil type spatial pattern TOPOGRAPHY
下载PDF
居民收入函数的参数估计方法比较研究
5
作者 刘轶芳 罗文博 刘新波 《数学的实践与认识》 CSCD 北大核心 2013年第22期91-98,共8页
由于无法获得居民收入的全部信息,收入函数的估计成为现有研究获得居民收入分布状况的唯一手段.通过介绍Beta模型、GQ模型以及对数正态分布法这三种收入函数的参数估计方法,以及以上述方法计算的FGT贫困测度指标,从理论上展示测度指标... 由于无法获得居民收入的全部信息,收入函数的估计成为现有研究获得居民收入分布状况的唯一手段.通过介绍Beta模型、GQ模型以及对数正态分布法这三种收入函数的参数估计方法,以及以上述方法计算的FGT贫困测度指标,从理论上展示测度指标的差异;并利用CHNS农村与城镇样本数据进行实证测算,通过比较三种估计方法计算的FGT贫困率指标与标准贫困率指标偏差,判断不同参数估计法对贫困率指标精度的影响,从而判断不同参数估计方法在我国农村与城市贫困测度中的适用性.实证结果显示:Beta模型对我国农村贫困率的计算更具优势;而GQ模型更适于计算我国城镇低阶贫困率指标、Beta模型更合适我国城镇高阶贫困率指标.这与现有研究的判断存在不一致性. 展开更多
关键词 居民收入函数 参数估计 Beta GQ 对数正态分布法
原文传递
上一页 1 下一页 到第
使用帮助 返回顶部