minimal martingale measure 极小鞅测度
the minimal martingale measure 极小鞅测度
minimal signed martingale measure 最小广义鞅测度
Minimal entropy martingale measure 最小熵等价鞅测度
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。
Finds out the main factors causing the refrigerating system failure by the minimal cut set analysis (MCSA). Proposes the measure to improve the reliability of CACS.
采用最小割集分析法确定了导致制冷系统失效的主要因素,提出了改善集中空调系统可靠性的途径。
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