The models of the stock price fluctuation is a mathematics model discribing the fluctuation of the stock price , it is all along the question financial scholars research over a long period of time , the models existing at present are mainly the model of randonm walk and the model of lognormal distribution etc . economists analyse the two models by authentic proof , which indicates that this two models do not fully qualify the actual stock market . in view of the above - mentioned facts , at the time some scholar have studied a new model of the stock price that even conforms to the actual stock market - that is the model of lognormal distribution 股票价格波动模型是用于描述股票价格波动的数学模型,一直是金融学者们长期研究的问题。目前存在的模型主要有随机游走模型、对数正态模型等,鉴于股价波动的随机游走模型和对数正态模型均经过实证分析,表明不完全符合现实的股票市场,目前理论研究者提出一种更符合实际股票市场的股价模型-股价波动源模型(文[ 5 ]的作者将股价异常变化带来的短期收益率函数附加在几何brown运动上,推广了对数正态模型)及研究出了另一种混合形式下(见文[ 15 ] )的期权定价方程。
正: the first month of the lunar ...态: form; condition; appearance模型: model; pattern对数正态模型: lognormal model正态模式: normal mode动态模型: dynamo dynamic model静态模型: static model生态模型: ecological model水生态模型: water ecological model稳恒态模型: steady state model; steadystatemodel稳态模型: steady state model; steady-state model形态模型: morphologic model状态模型: state model程序状态模型: program behaviour model定常状态模型: steady-state model定量动态模型: quantitative dynamic model动态模拟模型: dynamic models二态模型学说: two-state model theory过程动态模型: process dynamic modelling化学形态模型: chemical speciation models挤逼生态模型: ecological model of crowding结构状态模型: structural state model静态模型研究: static model investigation可变状态模型: state-variable model冷态模型试验: cold model test