In this paper, martingale theory is used in iterative learning control.
本文则将鞅理论应用于迭代学习控制中。
This paper analyzes the binomial model of stock price movement, and on the basis of martingale theory discusses the pricing of path dependent options.
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。
Nowadays, the theory about martingale, stop-time, and the renewal recursive technique has been widely applied in the risk theorems research.
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。
Despite that modern option pricing theory can give an accurate describe of the interest rate movement, no arbitrage model, the equilibrium model, the martingale model all have deficit.
尽管现代期权理论能对利率运动给出“精确”描述,然而,无论是无套利模式、均衡模式还是鞅模式,均存在一定的缺点。
Despite that modern option pricing theory can give an accurate describe of the interest rate movement, no arbitrage model, the equilibrium model, the martingale model all have deficit.
尽管现代期权理论能对利率运动给出“精确”描述,然而,无论是无套利模式、均衡模式还是鞅模式,均存在一定的缺点。
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