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。
Then we will use martingale approach to discuss the ruin problem of these two types of risk models.
并利用鞅的方法讨论了这类风险模型的破产问题。
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。
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