应该采取的是采用总回报的几何平均值。
What he says you should do instead is to take the geometric average of gross returns.
详细推导了以几何平均值作为敲定价格的几何型亚式期权的定价公式。
Secondly we prove in detail the pricing model of Asian geometric average options with floating strike price.
对于测试样本低于25以下时,几何平均值比中位数能更好的报告最佳任务完成时间中间值。
The Geometric Mean works better than the median for reporting the best middle task time for sample sizes less than 25.
物理量的数学平均值有算术平均值和几何平均值等多种表达形式,这些数学平均值所表达的物理含义是不同的。
The mathematical mean of the physical quantity has multiple expressions forms, including arithmetical mean and geometric mean, etc.
亚式期权有两种理论上的表示方式,即采用算术平均法计算资产价格的平均值和采用几何平均法计算资产价格的平均值。
There are two means to measure the average prices of the assets in an Asian option theoretically: with the arithmetic average and with the geometric average.
亚式期权有两种理论上的表示方式,即采用算术平均法计算资产价格的平均值和采用几何平均法计算资产价格的平均值。
There are two means to measure the average prices of the assets in an Asian option theoretically: with the arithmetic average and with the geometric average.
应用推荐