本文首先在有限概率空间中，运用经典的最值定理得到了勒让得变换；
We first consider the classical case where the underlying probability space is finite.
这些本质上都是看跌期权，潜在利润有限，产生灾难性损失的概率虽小但确实存在。
These were essentially put options, with limited upside and a low but real probability of catastrophic losses.
一种方法非常快，但成功的概率有限；另一种非常慢，但成功的可能性很高。
One was quite fast, but had a limited probability of succeeding. The other way of doing it was quite slow, but had a very good probability of working.
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