查询词典 martingale

To begin with, we point changes of martingale measures can be replaced by the choice of numeriare, and improve the price process of the replicatable contingent claims is independent of the changes of numeriare, for a market under semimartingale model.

因为跳过程能描述市场中的突发事件对资产价格的影响，从而更符合大量金融统计数据规律。所以，本文在假设资产服从一类跳过程的情况下来讨论期权的定价。

In the paper the separate theorem of convex set with weak topology σ(L ∞,L 1) is proved, and the topological characterization about No Free Lunch with Vanishing Risk Condition is given, from it, the equivalency between exist of equivalent martingale measures and NFLVR is proved, this is the first fundamental theorem of asset pricing.

资产定价的第一基本定理是数量金融学中核心的定理之一，本文证明了在 L∞的弱*拓扑σ(L∞，L1)中的凸集分离定理，并在此定理的基础上给出了没有无风险免费午餐的拓扑描述，证明了市场公平性与没有无风险免费午餐条件的等价性，从而重新证明了资产定价的第一基本定理。

In the fourth chapter,we discuss theapplication of the atomic decomposition theory to the vector-valued harmonicanalysis.We give the Hardy inequalities in the vector-valued martingale space,we also study the Mikhlin multiplier operator and singular integral operator in thevector-valued Hardy space.

第四章我们主要研究原子分解理论在向量值调和分析中的应用，建立了向量值鞅空间上的Hardy不等式，向量值Hardy空间上的Mikhlin乘子算子及一类奇异积分算子的有界性。

Given a stochastic term structure of default-free interest rates and a stochastic maturity specific credit-risk spread, the arbitrage free swap values can then be priced under domestic martingale measure.

经由给定无违约风险的期间利率结构，以及随机到期的特定信用风险补偿，得到在平赌测度下的无套利交换价值。

Real options theory, which combines corporate finance, investment decisions and management science, deeply applys mathematical tools, such as stochastic calculus, optimal stopping times, martingale, stochastic differential equations, game theory, etc. Real options analysis overcomes the drawbacks of traditional methods, and provides a new method of investment decisions, financing policies and risk management for the corporate.

实物期权方法深入应用随机分析、最优停时、鞅、随机微分方程、博弈论等数学工具，并与金融学、投资决策和公司管理等学科相互结合，克服了传统方法的局限，为企业提供了一套投资财务战略管理和风险管理的新方法。

Real options theory, which combines corporate finance, investment decisions and management science, deeply applys mathematical tools, such as stochastic calculus, optimal stopping times, martingale, stochastic differential equations, game theory, etc.

实物期权方法深入应用随机分析、最优停时、鞅、随机微分方程、博弈论等数学工具，并与金融学、投资决策和公司管理等学科相互结合，克服了传统方法的局限，为企业提供了一套投资财务战略管理和风险管理的新方法。

This paper,uses the property of being uniformly integrable to truncate the random variable sequences,and under the condition of φx↑,φx2↓,obtain a weak law of large number of martingale difference sequences by the weak convergence theorem.

通过使用一致收敛性对随机变量序列进行截尾，并借助随机变量序列的弱收敛定理，在φ↑，φx2↓的条件下给出了一个鞅差序列的弱大数定律。

We find that the combination of the FFT method with the martingale control variate method is very useful to reduce the computational time while preserving the accuracy of simulations.

我们发现结合快速傅立叶演算法与马丁格尔控制变异数方法在增加运算效率方面是非常有用的，并且也保留了运算的正确性。

This article chiefly introduces some results about vector measure and gives an asymptotic martingale which is L1 bounded amart,not-bounded.

主要介绍向量测度中的一些结论，并给出一个渐近鞅是L_1有界渐近鞅而不是有界的。

By using truncation methods of random variables and Doob martingale convergence theorem,the properties of sequence of arbitrary random variables are studied,a class of strong limit theorems for sequences of arbitrary random variables is obtained under moment conditions, and some conclusions corresponded to these are generalized.

利用随机变量的截尾方法和Doob鞅收敛定理，研究了任意随机变量序列的性质，得到了一类矩条件下任意随机变量序列的强极限定理，推广了与此相应的一些结果

Methods Clinical data of 3 cases of bile duct injury during laparoscopic cholecystectomy were analyzed retrospectively.

回顾总结3例LC术中胆管损伤的临床资料，分析3例胆管损伤的原因及对策。

These techniques are applied to the gobang.

本文将这些技术用于五子棋中。