| 释义 |
stochastic interest
基本例句
随机利率
This paper presents a no-arbitrage model of closed-form approximation for valuing basket options under astochastic interestrate economy.摘要本文推导出在随机利率经济体系下，无套利条件之组合型选择权的近似封闭解。
Net Premium and Net Premium Reserves in the Random Interest ModelIn the classical actuarial theory the interest is fixed, but it has the random character.随机利率下的纯保费和纯保费责任准备金传统的精算理论中均假定利率是确定的，但实际上利率是随机波动的。 |