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股票
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  stock
    Quantitative Research on the Incentive Mechanism of Executive Stock Option
    经理股票期权激励的定量研究
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    Research on the Liquidity Premium in Chinese Stock Market
    中国股票市场流动性风险溢价研究
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    The Analysis of Institutional Factors for Stock Market Manipulation in China
    中国股票市场操纵行为的制度因素分析
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    A Theoretical Study on the Plasticity and Elasticity of Stock Price Fluctuation
    股票价格波动的塑性和弹性理论研究
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    Studies on the Efficiency of Chinese Stock Market
    中国股票市场效率研究
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  stocks
    The Study on Intelligent Forecasting and Decision of Stocks and Its Application
    股票智能预测决策研究及应用
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    Study on Investment Risk Management of Chinese Stocks Market Investors
    我国股票投资者投资风险管理研究
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    Using empirical data of Shanghai A-share,the paper does a chi-squared test of distribution fitting,the results show that,at the 0.05 level,69.56% of the stocks give an acceptable fit for subjective model of the distribution of returns,while 56.31%,44.80%,46.06%和1.74% for t distribution,mix-double normal distribution,stable distribution and normal distribution.
    利用沪市A股数据,进行χ2同分布拟合检验,结果表明:0.05水平下,沪市69.56%股票的收益率分布认为符合收益率分布主观模型,接受t分布、双正态混合分布、稳定分布和正态分布假设的股票分别为56.31%、44.80%、46.06%和1.74%。
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    Cluster analysis can help investors hold the growth of the stocks and forecast the ability of growth, according to analysis of 57 power companies of China.
    然后通过对国内57家上市电力公司进行聚类分析,结果表明该方法能够帮助投资者了解和把握股票的成长特性、预测股票的成长能力。
    A study of Some Problems on the Risks of Stocks Control
    关于股票风险控制的某些问题的研究
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  “股票”译为未确定词的双语例句
    The empirical results indicate that the information disclosure of listed companies are affected by all the above three moti- vations,especially the motivation of new capital offerings.
    对我国股票市场1995~2000年上市的418家A股上市公司进行实证检验,发现以上三个动机对上市公司的会计信息披露行为都有影响,其中再融资动机的影响最为显著。
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    Taking Morlet mother wavelet as the function encouraging nerve nuits actions, this paper establishing a wavelet neural network model for multi-index synthetical evaluation.
    文中以Morlet母小波作为神经元激励函数,建立了一个多指标综合评价小波网络模型,并将其应用于现行的由19个财务指标得到一个综合得分的股票业绩评价系统。
    A LINEAR FRACTAL PREDICTION METHOD FOR STOCH PRICE
    股票价格的一种线性分形预测方法
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    THE OPTIMAL STOPPING RULE ON SELECTING TIME OF STOCK-OPERATION
    股票操作选时的最优停止问题
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    THE RESEARCH ON STOCK-COMPANYIES' DEVELOPMENT USING SYNTHETIC OPINION METHOD OF FUZZY MATHS
    运用模糊数学综合评判法分析股票公司纵向发展的研究
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  stock
We obtain a Black-Scholes formula for the arbitrage-free pricing of European Call options with constant coefficients when the underlying stock generates dividends.
      
An option pricing problem with the underlying stock paying dividends
      
In this paper, a pricing problem of European call options is considered, where the underlying stock generates dividends d, at some fixed future dates T, before the expiration date 7'.
      
for an investor who has available a bank account and a stock whose price is a log normal diffusion.
      
In this paper, the models of increment distributions of stock price are constructed with two approaches.
      
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  stocks
C and N stocks under three plantation forest ecosystems of Chinese fir, Michelia macclurei and their mixture
      
For a large-dimensional model, piecewise-linear regularizing functions are introduced through qualitative information on stocks and flows.
      
For a large-dimensional model, piecewise-linear regularizing functions are introduced through qualitative information on stocks and flows.
      
A method is proposed for determining niobium, tantalum, zirconium, and hafnium in mineral stocks.
      
Based on the results obtained, a method was developed for determining tin, antimony, and lead in mineral stocks by atomic emission spectroscopy.
      
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This paper, through introducing the concept of non-arbitrage prices for security pricing, gives an upper bound of the option's nonarbitrage price when we only know the present price of the stock, the interest rate, the exercise price, the expire date and the lower bound of the stock price at expire date. As an application of this conclusion, arbitraging behaviors are designed when the market price of the option is out of the upper bound of the option's nonarbitrage price.

本文介绍了有价证券的非套利价格概念,并在已知现在的股票价格、利率、执行价格和到期日以及该时刻股票价格的下界时,给出了选择权非套利价格的上界。作为该结论的应用,本文就选择权的市场价格高于非套利价格的上界为例,设计了一个套购行为的实例。

A self-connected predicting model of stock market price incorporatingcontrolling variables and corresponding computer software were derived in thispaper based on the analysis of influent factors of stock market price and the stu-dies of separating change waves of the stock prices.It is shown from the resultsof calculation and simulation that the model has practical values.

本文在分析股票交易价格影响因素和对股价波动进行分解研究的基础上,建立了一种带控制项变量的股票交易价格自相关预测模型和相应的计算机软件.计算结果表明,本模型具有实用价值.

In this paper, the developing trend of the companie's stock price is studied in DYNAMO model, tho run shows good fit wish the actual moving average of a company's stock price, and then some conclusions are given for decisions

本文用系统动态方法研究了公司股票价格的动态变化趋势,模拟结果表明,模型和实际股价有良好的拟会度,因此可供决策参考。

 
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