This paper discusses the estimation of the expected rate of return of stock price process.
本文讨论了股票价格过程期望收益率的估计问题。
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.
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。
We investigate the fluctuation of price process in a stock market with Ising model and the mean field theory, and construct the corresponding random logarithmic price returns process.
再利用计算机模拟股票价格收益率的分布特征，模型很好的刻画了现实证券市场中股票收益率分布的宽尾现象、长记忆性，以及累积分布中尾部收益的指数递减现象。
We investigate the fluctuation of price process in a stock market with Ising model and the mean field theory, and construct the corresponding random logarithmic price returns process.
再利用计算机模拟股票价格收益率的分布特征，模型很好的刻画了现实证券市场中股票收益率分布的宽尾现象、长记忆性，以及累积分布中尾部收益的指数递减现象。
应用推荐