1) Ito stochastic process
Ito随机过程
1.
At first we introduce the Black-Scholes option pricing model, then by the assumption that the underlying asset pricing process is a general Ito stochastic process,i.
首先介绍标准的Blacke Scholes期权定价模型 ,然后在假设标的资产 (以股票为例 )价格服从一般的Ito随机过程 ,即标的股票价格变化为非线性的情况下 ,推导了一个新的期权定价模型 ,结合边界条件给出了数值求解该方程的有限差分法 ,推广了一些已有的结果。
2.
With the consideration of reducing cost,Ito stochastic process is applied,and the risk is evaluated,the model of dynamic hard disk supply is constructed to guide E-mail Company to arrange the appropriate capacity of the hard disk to meet the.
从减少成本的角度分析,运用Ito随机过程,对风险进行评估,建立硬盘容量动态分配模型,指导企业如何安排合适的硬盘容量,既能满足市场需要,又达到规避风险和降低成本的目的,提高市场竞争力。
2) Ito stochastic differentral equations
Ito随机微分方程
3) Ito process
Ito过程
1.
Binomial Model Based on Ito Process and the Local Linear Predictor in Pricing Options;
基于Ito过程的二叉树期权定价模型及局部线性预测法
2.
Under the condition that stock price obeys Ito process, the probability and mathematical expectation of spreads option investor getting profit are discussed in this paper,and some formulas are obtained.
在假定股票价格服从 Ito过程条件下 ,讨论了采用股票差价期权交易策略的投资者获益的概率及损益的数学期望 ,得到了具体计算式 。
3.
Suppose stock price obeys Ito process,the probability and mathematical expectation of combination option investor getting profit are discussed,and some formulas are obtained.
在假定股票价格服从 Ito过程条件下 ,讨论了采用组合期权交易策略的投资者获益的概率及损益的数学期望 ,得到了具体计算式 。
4) ckward stochastic differential equation of It(?) type
Ito型倒向随机微分方程
5) stochastic differential equation of Ito-Volterra type
Ito-Volterra型随机微分方程
6) Ito-Skorohod stochastic partial differential equation
Ito-Skorohod随机微分方程
补充资料：独立增量随机过程
独立增量随机过程
tochastic process with independent increments
独立增里随机过程「劝刘巨浦c拌.义冠弓初山侧吻创如t加盆，曰n臼lts;cjl抖浦.咸nP0uecc c Ite3洲cltMuM.uP-“P啊eHll，刚』 一种随机过程(s勿比邵石cp~)X(t)，对任意自然数”和所有实数O蕊:，<口，簇:2<吞2簇…蕊，。<口。，增量X(乃;)一X(‘J)，…，X(刀。)一X(，。)是相互独立随机变量，独立增量随机过程称为齐次的(holll。罗11印us)，如果X(:+h)一X(。)，0(戊，o
说明：补充资料仅用于学习参考，请勿用于其它任何用途。
参考词条