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- 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 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。
- 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。
- The constructive definition of Markov Chains in Random Environment is given. A class of strong limit theorems of Markov chains in random environments by martingale method is proved. 摘要通过随机环境中马氏链的一般构造性定义,利用鞅方法,得到了随机环境中马氏链的一类强极限定理。
- By means of backward stochastic different equation and martingale methods,this paper obtaines general pricing formula of European contingent claim. 利用倒向随机微分方程和鞅方法,得到欧式未定权益的一般定价公式。
- Martingale Method in Contingent Claim Analysis 未定权益分析中的鞅方法
- At last,the paper derivates the pricing formula of European call option by using equivalent measure transformation and martingale methods for two cases: one is consider of stock price, the other is consider of the price of foreign exchange market. 利用等价测度和鞅的方法,分别在以股票价格和以外汇市场的波动率为选择重设点依据的两种情况下推导了它们的欧式看涨期权的定价公式。
- The method seems good but it needs to be tried out. 这个方法似乎不错,但需要试验一下。
- Martingale Methods in Financial Modelling 金融模型中的鞅方法
- Maximum problem of both consumption and termindl wealth by martingale method 消费和终端财富最大化的鞅方法
- I can't claim infallibility for this method. 我不敢说这方法绝对有效。
- Summer fallow is the best method of destroying weeds. 夏季休耕是消灭杂草的最好办法。
- Popularizing this new method is not an easy job. 推广这种新方法不是件容易的工作。
- This is not an economical method of heating. 这不是一种经济的取暖方式。
- I have a simple and easy method. 我有个简易的方法。
- I went through by a summary method. 我成功运用了一个简易的方法。
- By this method, you obtain a good result. 用这种方法,你就会取得良好的结果。
- Many times has he tried that method. 那种方法他已经试验许多次了。
- Our packing method shall be improved. 我们的包装方法应加以改进。
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- 深远海浮式风电平台 - deep-sea floating wind power platform
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- 京雄高速公路 - Beijing-Xiongan expressway
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- 农业及相关产业增加值 - the added value of agriculture and related industries