Chapter IV is the empirical part, we obtain how scaling and long-rangedependence affect option pricing by numerical analysis.
第四章是本文的实证部分，通过数值分析得出标度与长记忆性对期权定价的影响。
2
Therefore it is necessary for us to study the option pricing problem when the stock returns have long-rangedependence and momentum effect.
因此我们有必要研究股票收益具有长期依赖性及动量效应时的期权定价问题。
3
As to the time variation, non-linearity and long rangedependence in VBR video traffic trace, a novel method of feature based on multi-scale decomposition was proposed.