因此当时他在哈佛不带博士生,只教两门研究生课,都 是关于Continuous Time Model (连续时间模型)下的金融理论(如options, derivatives, swaps, term structure),是陈琳论文研究方向的基础理论。
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Merton's continuous time model Merton连续时间模型
Continuous-time Stochastic Model 连续 ; 时间随机模型
continuous-time diffusion model 扩散模型
continuous-time input-output model 连续时间输入输出模型
Continuous Time Stochastic Volatility Model 连续时间SV模型
continuous time GARCH model 连续时间GARCH模型
continuous time domain model 连续时间模型
continuous time-invariant model 连续定常模型
Continuous-time regression model 连续时间回归模型
Through research on relation with continuous time model the reasonableness of this model can be proved.
通过研究它与连续时间模型之间的关系,证明了这一模型的合理性。
This paper develops a continuous time model by means of the BSDE methodology, in order to price risky assets in terms of the real probability measure.
本文利用倒向随机微分方程研究了连续时间下基于可交易证券的风险资产定价模型。
The main aim of this paper is to study the joint distributions of some actuarial random vectors in the continuous-time compound binomial model.
本文主要研究了连续时间复合二项模型的包含破产时间在内的多维精算量的联合分布。
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