这也是最好的一个游戏显示的缺陷鞅系统。
This is also one of the best games for showing you the flaws in the Martingale system.
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.
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.
分析了条件扩散过程的鞅特性，得到了一些结果。
In the paper, we analyse martingle characteristics of conditional diffusion process and gain some results.
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.
还进一步讨论了B值鞅差序列随机加权和的收敛性。
Moreover, we discuss the convergence for randomly weighted sums of B-valued martingale difference series.
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.
给出了几个有界性定理，证明了鞅空间的简单原子分解。
Some boundedness theorems are given, and some simple atomic decompositions are also proved.
在无套利假设下，讨论了多叉树模型中鞅测度的构造问题。
This paper discussed the construction of martingale measures in multinomial market model under the hypothesis of no arbitrage opportunity.
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。
In this paper, new kinds of quasi-eventual-martingale-like sequences are introduced and their convergence are investigated.
此外，还系统地研究了马氏过程、鞅及平稳过程之间的关系。
Moreover we investigate the relations for Markov processes, martingales and stationary processes systematically.
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。
At last, by martingale large number theorem and central limit theorem, we study the hypothesis testing of parameters.
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。
This paper deals with the minimal entropy martingale measure and utility indifference pricing concerning a stochastic volatility model.
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.
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.
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.
本文给出了强停点的一个等价定义，得出了两参数鞅关于强停点的停止定理。
In this paper, We give a equal definition of strong stopping point, and obtain a stopping theorem for two-parameter martingales to strong stopping point.
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。
This paper orders option prices under different well known martingale measures in an incomplete stochastic volatility model.
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.
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。
Under the condition of changing premium, the upbound of ruin probability was obtained by sub-martingale property.
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.
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.
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。
Using forward martingale methods, this paper analytically studies the pricing revolver loan in the framework of credit structural model.
利用这一新的准则，确定了鞅测度，提供了存在惟一最小对称熵鞅测度的充分条件。
Then by the new rule, a martingale measure was found, and sufficient conditions for the existence of a unique equivalent martingale measure that minimizes the symmetric entropy was given.
为了得到关于弱集值渐近鞅的收敛性质，首先证明了支撑函数列的极限亦为一支撑函数。
In order to get the convergence properties of the weak set-valued Amart, we firstly proved the theorem that the limit of support functions is a support function.
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.
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.
应用推荐