That's why martingale systems don't work.
这就是为什么鞅系统不工作。
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 is also one of the best games for showing you the flaws in the Martingale system.
这也是最好的一个游戏显示的缺陷鞅系统。
By using the method of Martingale, we get the inequality for the ultimately ruin probability.
应用鞅论的方法，得出破产概率的一个不等式。
Using the measure transformation and martingale method, the price of the analytic form is obtained.
利用测度变换和鞅方法，得到了其解析形式的定价公式。
At present, the main way to solve this problem is dynamic programming method and martingale method.
目前解决这一问题的主要方法是动态规划和鞅方法。
The martingale property and the strong Markov property of this kind of surplus process are discussed.
讨论了该盈余过程的马尔科夫性和鞅性。
Making use of Martingale method and Girsanov theorem, pricing major medical expense insurance option.
将高额医疗费用保险视为一种特殊的欧式看涨期权，给出了期权的定价。
Exponential bounds for ruin probabilities of an infinite time horizon are derived by martingale method.
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。
Moreover, we discuss the convergence for randomly weighted sums of B-valued martingale difference series.
还进一步讨论了B值鞅差序列随机加权和的收敛性。
In this paper, we derive the pricing formulas for European option and exotic options by using Martingale method.
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。
Under the condition of changing premium, the upbound of ruin probability was obtained by sub-martingale property.
在保费收入可以改变的条件下，利用下鞅的收敛性，得到了破产概率的一个上界。
The stationary property, Markoy Property and martingale property of the optimal solution sets process are discussed.
研究了最优解集过程的平稳性、马氏性以及最优值过程的鞅性和最优解集过程的集值勒性。
At last, by martingale large number theorem and central limit theorem, we study the hypothesis testing of parameters.
最后，利用鞅大数定律和中心极限定理对参数作了假设检验。
Then, for a given equivalent martingale measure, the optimal stopping problem of the permanent American option is solved.
本文在一个合适的等价鞅测度下，给出了带有事件风险的永久美式期权的定价及其最优停时。
In this paper, new kinds of quasi-eventual-martingale-like sequences are introduced and their convergence are investigated.
本文引入了一类新的拟终鞅型序列并研究了它们的收敛性。
This paper orders option prices under different well known martingale measures in an incomplete stochastic volatility model.
基于不完备的随机波动率模型，本文给出了不同著名鞅测度下定价的大小顺序。
The principal results include stopping theorem of weak martingale and strong martingale on stopping point and strong stopping point.
介绍各种二指标鞅关于停点、强停点的停止定理，主要结果有弱鞅、强鞅关于停点、强停点的停止定理。
This paper deals with the minimal entropy martingale measure and utility indifference pricing concerning a stochastic volatility model.
本文研究了随机波动率模型的最小熵鞅测度和效用无差别定价。
Using forward martingale methods, this paper analytically studies the pricing revolver loan in the framework of credit structural model.
本文在远期鞅测度下，应用信用风险结构模型对循环贷款价格的解析计算进行研究。
Then, The pricing formulas of the option on a discrete maximum and Rainbow option are obtained with the help of the martingale approaches.
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。
This paper discussed the construction of martingale measures in multinomial market model under the hypothesis of no arbitrage opportunity.
在无套利假设下，讨论了多叉树模型中鞅测度的构造问题。
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。
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。
Using martingale methods, general pricing formula of European contingent claims is derived and European option and put-call parity is analyzed.
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。
Some improved parameter estimation algorithms are presented , their convergent properties are proved by using the martingale convergence theorem .
围绕这两个方面给出了一些改进的参数估计算法，并用鞅的各种收敛理论对之进行了严格的数学证明。
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。
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，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。
Using the notion of martingale, the paper obtains the ultimate ruin probability and the distributions of the first and the last arrival time of a given level.
利用鞅的概念，得到了该模型下的最终破产概率、盈余首次和末次达到给定水平时刻的分布。
Through the martingale approach, the construction of coupling operators is explored and coupling methods in multivalued stochastic differential equations are studied.
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。
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