martingale的例句大全

Via the framework of equivalent martingale measures, we derive the pricing formulas of European options with power payoffs ( if the option is in the money, at the time of maturity).

在等价鞅测度框架下，讨论了（在到期时刻）期权处于实值状态时支付函数为幂型的股票欧式期权定价公式。

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Yang ( 1999) considered a discrete time risk model with a constant interest force and both Lundberg-type inequality and non-exponential upper bounds for ruin probabilities were obtained by using martingale inequalities.

Yang（1999）考虑了常利率下离散时间风险模型，利用鞅的方法得到了Lundberg型不等式以及破产概率的非指数型上界。

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Firstly, from the microstructure of market and combining the base frame of finance economic analysis, we discuss the problem of consumer and optimal portfolio with analysis method of martingale.

本文从市场的微观结构出发，结合金融经济学分析的基本市场框架，用鞅分析的方法探讨了消费与投资组合的优化决策问题。

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Existence of solution to the martingale problem for multispecies infinite dimensional reaction diffusion particle systems

多物种无穷维反应扩散粒子系统鞅解的存在性

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Martingale Property of the Value Process of Knock-out Double-barrier Call Option

触销式双障碍买权价值过程鞅性

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Using martingale method, we derive the explicit solution.

利用鞅方法，得到了最优投资策略的显性解。

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Pricing Method for Contingent Claim Based on Martingale and Linear Programming Dual Principle

基于鞅和线性规划对偶原理的或有要求权定价方法

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Applications of Martingale Method in Pricing of Contingent Claim

鞅在未定权益定价中的应用

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Martingale Method in Contingent Claim Analysis

未定权益分析中的鞅方法

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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。

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This thesis is devoted to the consideration and study of martingale space and inequality theory in the background of a rearrangement invariant function space on finite interval.

本文系统地考虑和研究了有限区间上重排不变函数空间框架下的鞅不等式和鞅空间。

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The behavior model of stock price is studied. The results of Merton on European option pricing by martingale method are given.

研究了股票价格的行为模式，运用随机分析中的鞅方法推广了Merton关于欧式期权定价的结果。

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Under condition that the interest rate of the riskless asset, the volatility rate and the dividend rate of stock index are nonrandom functions of time, the pricing formula of bull market reset call warrants is obtained by using Martingale and stochastic analysis methods.

在无风险利率、指数连续股利率、指数瞬时波动率为时间t的非随机函数的情形下，以鞅论和随机分析为数学工具得到了重设型牛市认购权证的定价公式。

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Just then, leaning over the forecastle railing, I saw Ned Land below me, one hand grasping the martingale, the other brandishing his dreadful harpoon.

这时候，我伏在船头前面的栏杆上，看见尼德。兰在我下面，一手拉着帆索，一手挥动他锋利的鱼叉。

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As corollaries, some classical limit theorems for the sequences of independent random variables and a class of limit theorem for martingale difference sequences are obtained.

作为推论，得到了若干经典的独立随机变量序列的极限定理和一类鞅差序列的极限定理。

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Exponential bounds for ruin probabilities of an infinite time horizon are derived by martingale method.

通过构造鞅的方法我们得到了无限时间下的破产概率的指数型上界。

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When interest rates are non-negative, generalized Lundberg inequality for the infinite time ruin probability is derived by martingale approach.

当利率非负时，用鞅方法给出了推广的最终时间破产概率的Lundberg不等式。

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We understand customers'concerns in regards to the Martingale strategy for trading.

我们了解客户关注对于运用鞅战略贸易。

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A Proper Φ& extension of Several Types Martingale Space and Varying Properties With Indexes

几类鞅空间的一种合适的Φ-推广及随指标变化性质

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Under the equivalent martingale measure and the risk neutral pricing model, the pricing formulas of reset call options with power payoffs at the time of maturity was derived.

假设股票价格服从跳扩散过程，并且参数为时间函数的条件下，利用等价鞅测度变换方法得到了幂型支付的欧式期权的定价公式。

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