1.
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
2.
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
3.
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
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.
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
7.
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
8.
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。
9.
THE EQUIVALENT THEOREMS OF B_VALUE’S AMART;
Banach空间值渐近鞅的等价定理
10.
Equivalence of Floating and Fixed Strike Asian Options in a Semimartingale Model;
半鞅模型下浮动敲定价与固定敲定价亚式期权之间的等价关系
11.
The Burkholder-Gundy inequality of the universal Clifford martingale
泛Clifford鞅的Burkholder-Gundy不等式
12.
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
13.
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。
14.
Sharp Inequalities for the Integrable Difference and Integrable Conditional Difference of a Martingale;
变差可积鞅及条件变差可积鞅的最优系数不等式
15.
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
16.
The Dyadic Derivative, Cesàro Mean and Inequalities for Martingales;
二进导数、Cesàro平均与鞅不等式
17.
The Radon-Nikodym Property and the Inequality of B-Valued Martingal
B值鞅的RNP及不等式的相关研究
18.
b_p~+-Weighted Inequalities for Universal Clifford Martingales and Their Applications
Clifford鞅的b_p~+-权不等式及其应用(英文)