查询词典 martingale

The thesis studies the tree martingale theory and their applications,which hasa broadly applied background.

本课题研究树鞅与相关领域的联系及其应用，这个课题是带有应用背景的理论研究。

Furthermore it describes the norm equivalence of therearrangement invariant martingale spaces acted by the greater operator and the smaller operator, and it represents the norm equivalence of these spaces acted by maximal operator and square operator more deeply.

第五章考虑了重排不变鞅空间框架下的一致可积性与上、下算子以及极大算子、均方算子作用在鞅及其相伴鞅所成空间上的有界性。

Pisier\'s results,under tree martingale valued space X is isomorphic toan a-uniformly convex space (2≤a＜∞),some quasi-normal or normal inequalitiesof a-variation maximal operator and a-conditional variation maximal operator of X-valued predictable tree martingales are identified.

同时，用G.Pisier's结果在树鞅取值空间X同构于a一致凸Banach空间条件下，证明了几个X-值树鞅α-方极大算子和a-条件方极大算子的拟范数不等式与范数不等式。

Finally,the inequality of maximal operators of tree martingale transformsis applied for obtaining the UMD space valued Vilenkin system and the sum ofVilenkin-Fourier series of UMD space valued Vilenkin system is convergent a.e.or convergent in LP-norm.

最后，应用UMD空间值树鞅鞅变换的极大算子不等式，我们获得了UMD空间值Vilenkin系统以范数收敛和几乎处处收敛定理，即Carleson定理的扩展。

In the martingale case, our locally risk-minimizing strategy reduces to Moller[5]s one.

在鞅的情形中，我们的局部风险最小对冲策略简化为Moller[5]的风险最小对冲策略。

Based on this and mathematical representation for non-identical rationality, a general martingale pricing model for European options is given.

在每个个体投资者眼中形成了他自己的独特的均衡世界，而不再是所有投资者所共同拥有的均衡。这样，个体根据自己的理性给出自己的期权价格。

With the application of stochastic optimal control theory and martingale optimality principle, the optimal solutions of the models in explicit form are extracted.

运用随机最优控制理论及鞅最优性原理求出了模型的显式最优解。

First,making use of martingale method,pricing formula on European contingent claim,price of call and put option were obtained

首先利用鞅方法给出欧式未定权益一般定价公式，并得到欧式买权、卖权价格的解析表达式及平价关系，推广了一般 Black- Scholes模型及 Merton模型的结果

Using martingale method, we deal with option pricing problems on foreign currency, and obtain price expression of European call and put option under stochastic interest rate and their parity. We also consider hedging problems of options.

在随机利率情况下，利用鞅方法讨论了外汇欧式期权的定价问题，得到了欧式看涨期权和看跌期权价格的解析表达式及其评价关系，并考虑了期权的套期保值问题。

First,making use of martingale method,pricing formula on European contingent claim,price of call and put option were obtained;Then the partial differential equation which price of European contingent claim satisfgied was deal with and hedging strategy for option was obtained.The sensitivity analysis was given.

首先利用鞅方法给出欧式未定权益一般定价公式，并得到欧式买权、卖权价格的解析表达式及平价关系，推广了一般Black-Scholes模型及Merton模型的结果；其次利用Ito公式给出欧式未定权益价格应满足的偏微分方程和套期保值策略；最后给出了欧式期权价格的灵敏度分析。

However, as the name（read－only memory）implies, CD disks cannot be written onorchanged in any way.

然而，正如其名字所指出的那样，CD盘不能写，也不能用任何方式改变其内容。

Galvanizes steel pallet is mainly export which suits standard packing of European Union, the North America. galvanizes steel pallet is suitable to heavy rack. Pallet surface can design plate type, corrugated and the gap form, satisfies the different requirements.

镀锌钢托盘多用于出口，替代木托盘，免薰蒸，符合欧盟、北美各国对出口货物包装材料的法令要求；喷涂钢托盘适用于重载上货架之用，托盘表面根据需要制作成平板状、波纹状及间隔形式，满足不同的使用要求。