According to the stochastic stock model, it USES queuing theory to determine the optimal stock and discusses how to decide the queuing model in details.
根据随机库存模型，用排队论方法确定最优库存，并详细讨论了排队模型的确定。
We study dynamic measure of risk problem in incomplete market when stock appreciation rates are uncertainty. We also study a related stochastic game problem.
本文讨论不完全市场中股票收益率不确定时的动态风险度量问题和一个相关的随机对策问题。
Under stochastic interest rate, the pricing problem on contingent claim on dividend paying stock was discussed.
在随机利率情形下，讨论了有红利支付的股票未定权益定价问题。
Due to some unexpected stochastic events, the pure continuous diffusion is unable to describe the interest rate and stock behavior exactly.
由于一些不可预测的随机事件的影响纯粹的连续扩散过程难以正确描述利率、股票的变动行为。
In this paper, we discuss the price interval of stock index futures with stochastic interest rates.
本文讨论了随机利率下股票指数期货的价格区间。
The stochastic process method is applied to forecast shanghai stock composite index trend.
摘要应用随机过程方法预测了上证综合指数的走势。
Some new option pricing formulas are derived on condition that the model is jump-diffusion, the stock pays dividends and the stochastic interest rate are continuous or discontinuous.
分别在股票支付红利、跳-扩散模型，在连续随机利率、跳-扩散模型，和在不连续随机利率、跳-扩散模型的假设下，推导出了各自新的期权定价公式。
Considering a financial market with risky stocks and riskless bond, we describe the stochastic model of stock prices with stochastic volatility.
在考虑一个带有股票和债券的金融市场后，本文提出了一个具随机波动率的股票价格的随机微分方程模型。
In this paper, the authors give a strict proof of geometric Brown motion displayed by stock prices using the methods of approximation from discrete process to continuous stochastic process.
通过由一般的离散过程逼近连续随机过程的方法，给予证券价格按有漂移率的几何布朗运动变化的一个严格的证明，并指出了股票价格过程的一般模型。
In addition, from the aspect of understanding things, researching the causes of price changing is more meaningful than considering the changes of stock prices as stochastic variables.
另外，从认识事物的角度讲，研究标的证券价格变化的原因而不是将其作为随机变量来处理会更有意义。
We also verified stochastic feature of return time series, from results we see that Chinese stock market is weak form efficient.
同时检验了收益率序列的随机性，检验结果说明沪深股票市场基本达到弱式有效。
The pricing formula of European foreign stock contingent claim are obtained by backward stochastic different equation and martingale method.
利用倒向随机微分方程和鞅方法，讨论国外股票欧式未定权益的一般定价问题，获得了一般定价公式。
Empirical results on Chinese stock market indicate that stochastic volatility model based on the two index outperforms those based on one index in capturing volatility character and market risk.
利用中国股市数据进行的实证结果表明，与单测度指标的随机波动率模型相比，基于两个测度指标的随机波动率模型能更好地描述股票市场波动率和市场波动风险。
Empirical results on Chinese stock market indicate that stochastic volatility model based on the two index outperforms those based on one index in capturing volatility character and market risk.
利用中国股市数据进行的实证结果表明，与单测度指标的随机波动率模型相比，基于两个测度指标的随机波动率模型能更好地描述股票市场波动率和市场波动风险。
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