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- In this paper, we discuss the condition of exponential martingale for Ornstein-Uhlenbeck process model in detail and price bi-direction European option driven by Ornstein-in-Uhlenbeck process. 讨论了指数O-U过程模型所对应的指数鞅成立的条件,并用鞅方法定价了指数O-U过程模型双向欧式期权。
- exponential martingale 指数鞅
- In this paper, we discuss the estimate of regression function in nonparametric regression model based on exponential integral martingale difference. 摘要本文研究了误差项是鞅差序列,且满足某种指数矩条件的非参数回归函数的估计。
- By the exponential of martingale, the strong consistency and uniform strong consistency in finite closed interval are be obtained, which improve the results in [5]. 利用软的某种指数不等式,得到了其加权核估计的强相合以及在有限闭区间内一致强相合的性质,并在某种意义上推广了[5]的结果。
- Populations tend to grow at an exponential rate. 人口趋向于以指数比率增长。
- The martingale guy I repaired in like fashion. 鞅家伙我在想修复的方式。
- The Method for an Exponential Model Establishment. 指数模型建立方法。
- Structure to the specified exponential power. 结构的值乘到指定的幂。
- Calculates the exponential of a quaternion. 计算四元数的幂。
- Under the stochastic model of exponential Ornstein-Uhlenback process, the pricing formulas of lookback options with fixed strike prices are obtained by the martingale approaches. 利用期权定价的鞅方法,得到了指数O-U过程随机模型下固定履约价回顾型期权的定价公式。
- The envelopes of the strain peaks is an exponential function. 应变峰值的包络线是一个指数函数。
- The frictional dissipation will introduce an exponential decay. 摩擦耗散可导致指数式的衰减。
- The martingale guy was snapped at the base near the bowsprit cap. 鞅家伙是结束在基地附近的船首斜桅帽。
- The reformer and ideologist Zheng Guanying was the exponential. 郑观应是这一思想的积极倡导者。
- Replaces the current quaternion with its exponential. 用当前四元数的幂替换此四元数。
- Exponential numbers display six decimal places by default. 默认情况下,指数数字显示六个小数位。
- Calculates the exponential of the specified quaternion. 计算指定四元数的幂。
- ADL was improved, exponential integration apperantly increased. ADL提高;Barthel指数积分较对照组明显增加.
- Provided that stock price process is a jump-diffusion process, the rate of return and the volatility are functions of time, the pricing formula of exponential European jump option can be obtained with the principle of equivalent martingale measure. 摘要假定股票价格过程服从跳跃-扩散过程,且无风险利率,股票收益率、波动率均为时间函数,利用等价鞅测度方法得出了支付函数为幂型的欧式期权定价公式。
- Martingale does not work in real life because casinos limit maximum bets. 加倍下注法在现实生活中不起作用,因为赌场限制了最大赌注。