martingale

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.

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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.

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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.

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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.

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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.

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The martingale guy I repaired in like fashion.

鞅家伙我在想修复的方式.

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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.

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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.

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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.

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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.

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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.

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