1.
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
2.
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。
3.
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
4.
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
5.
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
6.
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)
7.
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
8.
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
9.
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
10.
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。
11.
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
12.
Pricing General Risky Assets under Real Probability Measure;
实际概率测度下一般风险资产的定价模型
13.
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
14.
finitely additive probabiltity measure
有限可加的概率测度
15.
Therefore the conventional evaluation index is modified to include the probability of detection (POD) and the probability of sizing (POS).
修正后的指标以探测概率和测量尺寸可靠度综合评价。
16.
The Ruin Probability of a Generalized Risk Model with Two Poisson Processes by Martingale Analysis;
一类推广后的双Poisson风险模型破产概率的鞅分析
17.
THE EQUIVALENT THEOREMS OF B_VALUE’S AMART;
Banach空间值渐近鞅的等价定理
18.
Probabilisticly equicontinuous operator and probabilisticly quasi-bounded in PN space
PN空间中概率等度连续算子和概率拟有界