martingale的例句大全

In this paper, the author discuss the application of Jensen's inequality in discrete time parametric martingale's theories, especially for constructing some new martingales from the known one.

讨论了Jensen不等式在离散时间参数的鞅论中的应用，特别是在由已知鞅构造新的鞅中的应用。

The martingale approach in fractional Brownian motion and under the option pricing in the study of financial statistics plays an important role.

而鞅方法在分数布朗运动环境下进行期权定价在数理金融的研究中扮演着重要的角色。

a functional central limit theorem for the random sum of linear process of martingale differences

由鞅差所产生的非平稳线性过程的随机泛函中心极限定理

Using the theory of counting process and martingale, we get the formula of state reserve and its stochastic differential equation. Therefore the Thiele's differential equation is obtained as well as the net indemnity rate of retirement from individual accounts.

利用计数过程的理论和鞅论，得到了状态准备金的计算公式及其所满足的随机微分方程以及特定环境下的Thiele微分方程，从而计算出个人账户的退休金净赔偿率。

representation of infinite dimensional stochastic integral with continuous local martingale

连续局部鞅的无穷维随机积分表示

martingale applied in the ruin probability of the compound non-binominal risk model with appropriation budget

鞅在带支出的复合负二项风险模型中的应用

a note on moment convergences for b-valued martingale random variables

B值同分布鞅随机变元序列矩收敛的注记

equivalent martingale measures in a trinomial tree model

三叉树模型下的等价鞅测度

the option pricing formula with change exercise price under hull-white interest rate model and exponential o-u process model is studied by using martingale method.

运用鞅方法研究Hull-White利率模型与指数O-U过程模型下具有不确定执行价格的期权定价公式。

extrapolation to weighted inequality on martingale spaces

鞅空间上加权不等式的外推

Law of the iterated logarithm and martingale property theorem are two important theorems about Brownian motion.

重对数律及布朗运动的鞅刻划为有关布朗运动的两个重要理论.

Martingale does not work in real life because casinos limit maximum bets.

加倍下注法在现实生活中不起作用,因为赌场限制了最大赌注.

Weighted inequality and weight function play an important role in martingale theory and are researched extensively.

加权不等式以及关于权函数的理论在鞅论中占有十分重要的地位并被广泛地研究着.

If you are not familiar with Martingale and GRID EA please do not bid.

如果你不熟悉的环境评估鞅和GRID请不要出价.

In the text I mainly talk about the problem of applying martingale process to option pricing.

本文主要讨论了鞅过程在期权定价中的应用问题.

Making use of Martingale method and Girsanov theorem, pricing major medical expense insurance option.

将高额医疗费用保险视为一种特殊的欧式看涨期权, 给出了期权的定价.

The martingale property and the strong Markov property of this kind of surplus process are discussed.

讨论了该盈余过程的马尔科夫性和鞅性.

In the paper , we analyse martingale characteristics of conditional diffusion process and gain some results.

分析了条件扩散过程的鞅特性,得到了一些结果.

The martingale guy I repaired in like fashion.

鞅家伙我在想修复的方式.

The unique equivalent martingale measure of this model is found by using the Girsanov theorem.

利用Girsanov定理获得了指数O-U过程模型的唯一等价鞅测度.