This paper discusses the estimation of the expected rate of return of stock price process.
本文讨论了股票价格过程期望收益率的估计问题。
In their simulations, the researchers found that the interaction between agents' sentiments yielded a price process that could reproduce the main properties of real markets.
在模拟中,研究员发现经纪间的相互作用产生了一个能重现真实市场主要特性的价格过程。
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。
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