Analyticapproximation method is introduced in the chapter five and we make an adjustment of BAW formula.
第五章介绍美式期权的近似解析解,并在著名的BAW公式上进行修正,得出新的公式并进行数值试验。
2
The recently proposed "analyticapproximation solution" is proved to be a good approximation to the corresponding analytic solution under some conditions.
从精确解出发,推导出最近文献中提出的“解析近似解”,并指出该近似解的适用条件。
3
A quasi analytic method for solving structural optimization problems is developed by coordinated use of mathematical transformations, high quality approximation and two level approximation strategy.