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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 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。
- 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。
- 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 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。
- Martingale Methods in Financial Modelling 金融模型中的鞅方法
- Martingale Method in Contingent Claim Analysis 未定权益分析中的鞅方法
- 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
- Their business methods sicken me. 我很讨厌他们做生意的手法。
- There are no infallible methods. 没有绝对可靠的方法。
- The old methods proved best after all. 采用老方法结果反而是某事物最好。
- She's not too nice in her business methods. 她的经营方法不敢恭维。
- Employment of empirical methods, as in science. 经验方法的运用,例如在科学中
- We'll try to improve our teaching methods. 我们要设法改进教学方法。
- These methods have fallen into disuse. 这些方法已废而不用了。
- The two methods were in effect identical. 那两个办法实际上是一样的。
- Geometrical theorems grew out of empirical methods. 几何定理是从经验得出的。
- The martingale guy I repaired in like fashion. 鞅家伙我在想修复的方式。