lattice points是什么意思 lattice points怎么读
lattice points的用法和样例
- The algorithm relies on the Lagrange multipliers to choose optimally the number of states for each node of the lattice.
这个演算法使用拉式乘数来决定每个格点上要分配多少个价格状态的最佳分布。 - Theses results place the problem of European-style Asian option and Asian barrier option pricing in the same complexity class as that of the vanilla option on the lattice.
这些结果，将以格点定价欧式亚式选择权以及亚式障碍选择权的复杂度降至与定价单纯期权的复杂度同个层级。
展开更多
