In the option pricing with martingale way, the most important aspect is finding the equivalent martingale measure to make the discounted stock price process become martingale.

 
  • 摘要在期权定价的鞅方法中最重要是找到等价鞅测度,使得贴现的股票价格过程是鞅。
今日热词
目录 附录 查词历史