离散参数集值上鞅的收敛性已有诸多学者研究过。

The convergence with discrete parameter of set-valued supermartingale had been investigated by many scholars.

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首先给出了实值下(上)鞅的集值版本集值序下(上)鞅的定义。

First, set-valued order submartingale (supermartingale), i. e. set-valued version of real valued submartingale (supermartingale), is defined.

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在该测度基础上，构造鞅过程可以对一些固定收益衍生品定价，进一步给出零息债券的欧式期权、利率上限期权的定价公式。

It also helps to mark out the pricing formulas of call option in terms of zero - coupon bond and interest - rate caps.

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