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1.
The Geometrical Properties of Banach Space and Convergence of B-valued Martingales
Banach空间的几何性质与B值复测度拟鞅的收敛性
2.
The Minimal Martingale Measure and Minimale Entropy Martingale Measure for Jump Diffusion Semimartingal;
跳扩散半鞅的最小鞅测度与最小熵鞅测度
3.
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
4.
On the Relationship of Optimal Growth Portfolio and Martingale Measure
最优增长投资组合与等价鞅测度之间的关系
5.
Moore-Penrose Pseudo-Inverse and Equivalent Martingale Measures in General Black-Scholes Model;
M-P逆与一般B-S模型中的等价鞅测度(英文)
6.
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
7.
Some Results about Vector Measure and an Counter Example about a Martingale;
向量测度中的一些结论和渐近鞅中的一个反例
8.
Applications of Equivalent Martingale Measures Model in Pricing Option on Foreign Currency;
等价鞅测度模型在外汇期权定价中的应用
9.
CHARACTERIZATION OF ARBITRAGE-FREE MEASURE IN A CLASS OF SPECIAL SEMI-MARTINGALE MODELS;
一类特殊半鞅模型中无套利测度的刻划(英文)
10.
Functional Laws of the Iterated Logarithm for Lévy Area with Poisson Martingale Measure
一类带泊松鞅测度Lvy区域的泛函重对数律
11.
Comparison of Equivalent Martingale Measures in One-Period Trinomial Tree Model
单周期三叉树模型中等价鞅测度的比较
12.
The unique equivalent martingale measure of this model is found by using the Girsanov theorem.
利用Girsanov定理获得了指数O-U过程模型的唯一等价鞅测度。
13.
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
14.
Minimal Entropy Martingale Measure and Utility Indifference Pricing in the Stochastic Volatility Model
随机波动率模型的最小熵鞅测度和效用无差别定价
15.
Some Laws of Large Numbers for Sequences of NA and B-valued Quasi-martingale Difference;
NA和B值拟鞅差序列的几个大数定律
16.
The Modulus of Convexity of Quasi-Banach Space and Special Martingale Inequality;
拟Banach空间上的凸性模与特殊鞅不等式
17.
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。
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