1.
The Martingale Approach for Credit-Risky Option Pricing;
关于有信用风险的期权定价的鞅方法
2.
The Chinese Stock Market Weak-form Efficiency Analysis--Martingale Method;
中国股票市场弱势有效性分析——鞅方法
3.
Options Valuating of FBM Model Based on the Martingale Method;
基于鞅方法的分数Brown运动模型的期权定价
4.
Pricing Models of Warrants Based on Equivalent Martingale;
基于等价鞅方法下认股权证的定价模型
5.
THE MARTINGLE PRICING METHOD ABOUT A EUROPEAN UP & OUT CALL ON CALL OPTION;
欧式向上敲出看涨认购权证的鞅方法定价
6.
PRICING OF THE SIMPLE CONVERTIBLE BONDS --A fMARTINGALE APPROACH;
简单可转换债券的定价——一种鞅方法(英文)
7.
Nonparametric Approach to Two-factor Convertible Bond(Descrete Model):Based on A New Martingale Approach
双因素可转债定价的非参数方法(离散情形)——基于新的鞅方法
8.
Option pricing by the martingale measure method considering the price of stock dividends payment and a jump-diffusion process;
支付红利股票的跳扩散过程下期权定价的鞅方法
9.
Mean-variance portfolio selection with random parameters:a martingale approach;
随机市场系数的M-V最优投资组合选择:一个鞅方法
10.
Martingale Method of the Power Payoffs European Options Pricing with Different Borrow-Lending Intrest Rate
具有不同借贷利率的幂型欧式期权定价的鞅方法
11.
Martingale is a method that today’s price of derivatives is equal to the discounted expectation of its future price if the future expectation is calculated with respect to the risk-neutral probability measure.
通过鞅方法，在风险中性概率测度下，衍生证券的现在价格等于未来的期望收益的折现。
12.
Asset Pricing Method Based on Martingale and Entropy Theories
基于鞅和熵原理的资本资产定价方法
13.
THE EQUIVALENT MARTINGALE MEASURE PRICING MODEL OF WARRANTS AND ITS NUMERICAL METHOD;
认股权证的等价鞅测度定价模型与数值方法
14.
A proof of relationship of martingale-like sequences valued in finite dimensional Banach-space
有限维Banach空间鞅型序列关系的一个证明方法
15.
In this paper,we introduce the martingale convergence theorem and martingale hyperconvergence theorem for analyzing performances of identification methods and states their application ranges.
介绍了用于辨识方法性能研究的鞅收敛定理和鞅超收敛定理,阐述了其应用范围;
16.
Formation of Equavalent Martingale Measure on Pricing of European Options in Binomial Tree Model and Its Application;
欧式期权定价的二叉树方法中的等价鞅测度严格构造及其应用
17.
The Variance-Optimal Martingale Measure for Continuous Semimatingale on the Right Continuous Information Field
右连续信息域下连续半鞅的方差最优鞅测度
18.
Option Pricing by the Backward Stochastic Differential Equation Method and the Equivalent Probability Martingale Measure in the Jump-diffusion Model
跳跃-扩散模型中期权定价的倒向随机微分方程方法及等价概率鞅测度