martingale

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。

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。

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。

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.

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。

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。

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.

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.

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.

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

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。

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

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。

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。

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。

A class of strong limit theorems of Markov chains in random environments martingale method is proved.

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.

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。

Martingale Method in Contingent Claim Analysis

未定权益分析中的鞅方法

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.

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。

The martingale guy I repaired in like fashion.

鞅家伙我在想修复的方式.

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.

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。

Applications of Martingale Method in Pricing of Contingent Claim

鞅在未定权益定价中的应用

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

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.

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.

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

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。