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对张金锁等近来建立的基于随机煤炭价格、随机利率和随机便利收益三因素模型,通过一些数学上的试凑法,得到了一套简明的解析解。这些解既有其理论价值,还可以作为标准解来检验、发展现在已蓬勃发展的数值解。
On the recent establishment of a three-factor model based on stochastic coal prices, stochastic interest rates and stochastic profits, Zhang Jin-Suo et al. Obtained a concise analytic solution through some mathematical trial-and-error methods. These solutions both have their theoretical value, but also can be used as a standard solution to test and develop the now-thriving numerical solution.