F(o|¨)llmer-Schweizer最小测度,F(o|¨)ollmer英语短句,例句大全

F(o|¨)llmer-Schweizer最小测度,F(o|¨)ollmer
1)F(o|¨)ollmerF(o|¨)llmer-Schweizer最小测度
2)minimal martingale measure最小鞅测度
1.We give the minimal martingale measure under this model and consider the hedging problem of the unit-linked life insurance contract under local risk minimization.单位联系保险合约的偿付额与金融市场中某特定股票的价格有关,我们考虑一同时描述金融市场和保险群体不确定性的模型,其不完全性来源于股价的混合扩散和保险个体的死亡,我们给出该模型下的最小鞅测度并在局部风险最小准则下考查单位联系寿险合约的套期保值问题。
2.The exact expressions of minimal martingale measure and the minimal entropy martingale measure for jump diffusion semimartingale are gained,with the specific changes of intensity and density function processes in these measures.在跳扩散半鞅模型中,引进了跳的强度过程与跳的概率密度函数过程,研究了测度变换对跳的强度与密度函数过程引起的变化、研究了跳扩散半鞅的最小鞅测度与最小熵鞅测度。

英文短句/例句

1.The Minimal Martingale Measure and Minimale Entropy Martingale Measure for Jump Diffusion Semimartingal;跳扩散半鞅的最小鞅测度与最小熵鞅测度
2.The Variance-Optimal Martingale Measure for Continuous Semimatingale on the Right Continuous Information Field右连续信息域下连续半鞅的方差最优鞅测度
3.Minimal Entropy Martingale Measure and Utility Indifference Pricing in the Stochastic Volatility Model随机波动率模型的最小熵鞅测度和效用无差别定价
4.On the Relationship of Optimal Growth Portfolio and Martingale Measure最优增长投资组合与等价鞅测度之间的关系
5.Moore-Penrose Pseudo-Inverse and Equivalent Martingale Measures in General Black-Scholes Model;M-P逆与一般B-S模型中的等价鞅测度(英文)
6.THE EQUIVALENT MARTINGALE MEASURE PRICING MODEL OF WARRANTS AND ITS NUMERICAL METHOD;认股权证的等价鞅测度定价模型与数值方法
7.Some Results about Vector Measure and an Counter Example about a Martingale;向量测度中的一些结论和渐近鞅中的一个反例
8.Applications of Equivalent Martingale Measures Model in Pricing Option on Foreign Currency;等价鞅测度模型在外汇期权定价中的应用
9.CHARACTERIZATION OF ARBITRAGE-FREE MEASURE IN A CLASS OF SPECIAL SEMI-MARTINGALE MODELS;一类特殊半鞅模型中无套利测度的刻划(英文)
10.The Geometrical Properties of Banach Space and Convergence of B-valued MartingalesBanach空间的几何性质与B值复测度拟鞅的收敛性
11.Functional Laws of the Iterated Logarithm for Lévy Area with Poisson Martingale Measure一类带泊松鞅测度Lvy区域的泛函重对数律
12.Comparison of Equivalent Martingale Measures in One-Period Trinomial Tree Model单周期三叉树模型中等价鞅测度的比较
13.minimum detectable activit最小可探测放射性活度
14.minimum acquisition flux density探测目标最小通量密度
15.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。
16.Formation of Equavalent Martingale Measure on Pricing of European Options in Binomial Tree Model and Its Application;欧式期权定价的二叉树方法中的等价鞅测度严格构造及其应用
17.Martingale is a method that today’s price of derivatives is equal to the discounted expectation of its future price if the future expectation is calculated with respect to the risk-neutral probability measure.通过鞅方法，在风险中性概率测度下，衍生证券的现在价格等于未来的期望收益的折现。
18.Option Pricing by the Backward Stochastic Differential Equation Method and the Equivalent Probability Martingale Measure in the Jump-diffusion Model跳跃-扩散模型中期权定价的倒向随机微分方程方法及等价概率鞅测度

相关短句/例句

minimal martingale measure最小鞅测度
1.We give the minimal martingale measure under this model and consider the hedging problem of the unit-linked life insurance contract under local risk minimization.单位联系保险合约的偿付额与金融市场中某特定股票的价格有关,我们考虑一同时描述金融市场和保险群体不确定性的模型,其不完全性来源于股价的混合扩散和保险个体的死亡,我们给出该模型下的最小鞅测度并在局部风险最小准则下考查单位联系寿险合约的套期保值问题。
2.The exact expressions of minimal martingale measure and the minimal entropy martingale measure for jump diffusion semimartingale are gained,with the specific changes of intensity and density function processes in these measures.在跳扩散半鞅模型中,引进了跳的强度过程与跳的概率密度函数过程,研究了测度变换对跳的强度与密度函数过程引起的变化、研究了跳扩散半鞅的最小鞅测度与最小熵鞅测度。
3)fuzzy valued fuzzy measureF值F测度
1.Furtherly,the fuzzy integral of nonnegative measurable fuzzy valued functions with respect to fuzzy valued fuzzy measure is studied,and its definition,properties and convergence theorems are shown,such that Sugenos fuzzy integral is extended.以非负F数的概念为基础 ,定义了取值于非负F数的F测度 ,研究了非负F值函数关于F值F测度的F积分 ,得到了该种积分的定义、性质和收敛定理 ,使得Sugeno的数值F积分得以推广。
4)Fuzzy measureF测度
5)F-outer measureF-外测度
6)F-S measureF-S测度