摘要
1.问题的描述 假设国际金融界有n种货币可以发生直接的兑换.用a_(ij)表示国际市场兑换率.它的含义是,i货币每单位可以换取j货币的最大数量,若i货币不能直接兑换成j货币,则取a_(ij)=0.顺便指出,a_(ij)=1.由于买入价和卖出价之间有个差价,所以通常情况下a_(ij)a_(ji)≤1.在实际问题中,a_(ij)a_(ji)往往接近于某个常数,常见的是0.995.
In finance, currency exchange is a routine business activity. This paper will discuss a me-thod for checking if rates of exchange are reasonable. In mathematics, the model is a specialmathematical programming. A strict theoretical analysis, an algorithm and a fabrication exam-ple are presented.
出处
《数值计算与计算机应用》
CSCD
北大核心
1992年第4期261-272,共12页
Journal on Numerical Methods and Computer Applications
