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- martingale anallysis 鞅分析
- The martingale guy I repaired in like fashion. 鞅家伙我在想修复的方式。
- 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。
- 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。
- Those of you who know what martingale is could join this group...yeah... 本团体是开放的。任何人都可以加入或者邀请他人加入。
- 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。
- Then,for a given equivalent martingale measure,the optimal stopping problem of the permanent American option is solved. 本文在一个合适的等价鞅测度下;给出了带有事件风险的永久美式期权的定价及其最优停时.
- This paper deals with the equivalent martingale measures for the stochastic volatility model. 摘要研究了随机波动率模型的等价鞅测度。
- A main characteristic of the random walk and Martingale models is that the returns are uncorrelated. 随机行走和鞅模型的一个主要特征是报酬率是不相关的。
- Once your loss runs up to that limit, a martingale just hits its head on the ceiling and dies. 一旦你的损失达到那个限制,加倍下注法就彻底玩蛋了。
- Some strong limit theorems for the sequence of arbitrary random sequence are discussed by means of martingale method. 采用鞅方法研究对任意随机变量序列普遍成立的强极限定理。
- 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。
- With the martingale representation theorem and some conclusions for conditional expectation, the optimal strategies for optimal portfolio-consumption problem are derived. 应用鞅的表示定理及条件期望的结论,得到最优投资消费问题的最优策略。
- By means of Girsanov theorem and martingale method, we obtain compound option pricing formula and hedging strategy of European contingent claim. 通过Girsanov定理和鞅表示方法,得到欧式未定权益的复合期权定价公式及其套期保值策略。
- In the process of development there are three types of efficient market model: expected return model, random walk model and downside martingale model. 在其发展过程中出现了三种有效市场模型:预期收益模型、随机游走模型以及下鞅模型。
- By definition risk neutral measure is a probability measure under which discounted value of the underlying asset of this derivative is a martingale. 根据定义风险中立测度是一个使贴现后标的资产价值成为鞅的概率测度。
- Duing to the root unit test's particularity, it can meet the hypothesis of martingale, so it may be more reasonable than the random walk test. 由于股价指数时间序列的单位根检验能够满足鞅假定的要求,故较之随机游走检验对股票市场弱式有效性的验证更具合理性。
- From the point of view of the basic option model, enterprise investment decision making under uncertainty is studied based on the martingale method. 摘要从基本的期权模型出发,利用鞅方法分析研究了不确定情况下的企业投资决策问题。
- In this paper we made a study on a random function central limit theorems for linear process generated by martingale differences. 关于中心极限定理,众所周知,它是概率论理论中最重要的成果之一。
- The second chapter is about a random function central limit theorems for linear process generated by martingale differences. 李正龙,胡舒合对平稳序列也得到了同样的结论。