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。
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。
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。
应用推荐