目前解决这一问题的主要方法是动态规划和鞅方法。
At present, the main way to solve this problem is dynamic programming method and martingale method.
用鞅方法得到了最终破产概率的上界及其具体表达式。
Using martingale approaches to obtain the upper bound of the ruin probability and it's expression.
利用测度变换和鞅方法，得到了其解析形式的定价公式。
Using the measure transformation and martingale method, the price of the analytic form is obtained.
本文利用鞅方法重新推导出了欧式期权和一些奇异期权的定价公式。
In this paper, we derive the pricing formulas for European option and exotic options by using Martingale method.
通过鞅方法构造耦合算子，研究了多值随机微分方程中的耦合方法。
Through the martingale approach, the construction of coupling operators is explored and coupling methods in multivalued stochastic differential equations are studied.
利用期权定价的鞅方法，得到了离散时间最大值期权和虹式期权的定价公式。
Then, The pricing formulas of the option on a discrete maximum and Rainbow option are obtained with the help of the martingale approaches.
在期权定价的鞅方法中最重要是找到等价鞅测度，使得贴现的股票价格过程是鞅。
In the option pricing with martingale way, the most important aspect is finding the equivalent martingale measure to make the discounted stock price process become martingale.
本章主要通过递推方法和鞅方法得出生存概率所满足的积分方程以及破产概率上界。
By recursive method and Martingale method, we derive the integral equation for the survival probability and obtain the exponential inequality for the ruin probability.
利用鞅方法得到了欧式未定权益定价的一般公式，欧式看涨期权和看跌期权定价及平价关系。
Using martingale methods, general pricing formula of European contingent claims is derived and European option and put-call parity is analyzed.
利用倒向随机微分方程和鞅方法，直接得到欧式期货未定权益的一般定价公式以及套期保值策略。
The pricing formula and hedging strategy of European Future contingent claim are obtained by back ward 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。
The pricing formula of European foreign stock contingent claim are obtained by backward stochastic different equation and martingale method.
将对数正态扩散过程表达的随机过程转化为风险中性，并在此条件下用鞅定价方法推导出与股票相关联的欧式汇率买入期权的价格公式。
By applying the martingale pricing method in a world in which the logarithmic normal diffuse processes are expressed risk-neutral, we get European exchange rate call option related with the stock.
通过构造鞅的方法我们得到了无限时间下的破产概率的指数型上界。
Exponential bounds for ruin probabilities of an infinite time horizon are derived by martingale method.
方法在市场无套利条件下建立随机微分方程，运用鞅论、随机分析的方法分析并求解方程。
Methods Build up differential equation under the circumstance of the market no arbitrage. Analyze and work out the solution of equation.
针对所给出的有交易费的资产模型，引入了资产折算函数，并利用辅助鞅和凸函数对偶方法，讨论了该模型下折算资产优化的性质。
In this paper, constructs the asset conversion function for given asset model with the transaction costs and discusses some properties of asset conversion by using Martingale and dual approaches.
通过对股票价格变动的二项式模型的分析，以鞅理论为基础，讨论与轨道相关的期权的定价方法。
This paper analyzes the binomial model of stock price movement, and on the basis of martingale theory discusses the pricing of path dependent options.
在风险理论的研究中，鞅和停时的思想，以及更新过程的方法，得到了广泛的应用。
Nowadays, the theory about martingale, stop-time, and the renewal recursive technique has been widely applied in the risk theorems research.
应用鞅论的方法，得出破产概率的一个不等式。
By using the method of Martingale, we get the inequality for the ultimately ruin probability.
介绍了用于辨识方法性能研究的鞅收敛定理和鞅超收敛定理，阐述了其应用范围；
In this paper, we introduce the martingale convergence theorem and martingale hyperconvergence theorem for analyzing performances of identification methods and states their application ranges.
主题包括测度论，极限定理，包围概率和期望，耦合和斯坦的方法，鞅，马尔可夫链，更新理论，和布朗运动。
Topics include measure theory, limit theorems, bounding probabilities and expectations, coupling and Stein's method, martingales, Markov chains, renewal theory, and Brownian motion.
所获结果为遗传算法的实际应用奠定了理论基础，且所使用的鞅论分析方法为遗传算法研究提供了全新的分析工具。
The obtained results underlies application of the GAs, and the suggested martingale analysis approach provides a new methodology for convergence analysis of genetic algorithms.
并利用鞅的方法讨论了这类风险模型的破产问题。
Then we will use martingale approach to discuss the ruin problem of these two types of risk models.
并利用鞅的方法讨论了这类风险模型的破产问题。
Then we will use martingale approach to discuss the ruin problem of these two types of risk models.
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