martingale

martingale

1. term structure of interest rate;arbitrage;martingale;risk-neutral measure;stochastic process.

01利率期限结构;套利;鞅;风险中性测度;随机过程

2. Interpolation Between B-Valued Regular Martingale Hardy and BMO Spaces

B-值正规鞅Hardy空间与BMO空间的实内插

3. INTERPOLATION BETWEEN B-VALUED MARTINGALE HARDY AND BMO SPACES

B-值鞅 Hardy空间与 BMO空间的实内插(英文)

4. weak martingale space of Banach valued

Banach值空间

5. B-valued martingale

Banach值鞅

6. Banach-space-valued martingale space

Banach空间值鞅

7. Two New BMO Spaces and Sharp Operators of B|Valued Martingale

Banach空间值鞅的两种新型BMO空间和Sharp算子

8. BOUNDEDNESS OF MAXIMAL OPERATOR AND MEAN-SQUARE OPERATOR ON BMO MARTINGALE SPACES

BMO鞅空间上极大算子与均方算子的有界性

9. two-parameter B-valued martingale

B值两指标鞅

10. B -valued martingale

B值鞅

11. array of martingale difference in Banach spaces

B值鞅差随机变量族

12. B-Valued Martingale Ergodic Theorems and Maximal Inequalities

B值鞅遍历定理与极大不等式

13. B-valued martingale ergodic processes

B值鞅遍历过程

14. quasi-F martingal

F拟鞅

15. The Martingale Analysis in the Multiresolution Analysis under the Haar Scaling Function and Its Application in the Signal Processing

Haar尺度函数下多分辨分析的鞅性及其在信号处理中的应用

16. Once your loss runs up to that limit, a martingale just hits its head on the ceiling and dies.

一旦你的损失达到那个限制，加倍下注法就彻底玩蛋了。

17. A CONVERGENCE THEOREM FOR SEQUENCE OF SET VALUED MARTINGALE WITH REVERSE DIRECTION

一种反向集值鞅型序列的收敛性

18. A general character of martingale difference sequence

一般鞅差序列的性质

19. Equivalent Martingale Measures in a Trinomial Tree Model

三叉树模型下的等价鞅测度

20. ring martingale

下吊嚼

21. two-parameter Banach space valued strong martingale spaces

两指标B值强鞅空间

22. Successive approximation for solution of stochastic differential equations with respect to the continuous martingale

以连续鞅为驱动的随机微分方程解的迭代收敛性

23. In this paper we made a study on a random function central limit theorems for linear process generated by martingale differences.

关于中心极限定理，众所周知，它是概率论理论中最重要的成果之一。

24. Remarks on Martingale Hyperconvergence Theorem and the Convergence Analysis of the Forgetting Factor Least Squares Algorithms

关于鞅超收敛定理与遗忘因子最小二乘算法的收敛性分析

25. Transaction cost;Capital asset pricing model (CAPM);Martingale;Pricing model;Financial market;Option pricing

关键词:交易成本;资本资产订价模式;平赌;订价模型;金融市场;选择权订价

26. Keywords: arbitrage martingale frictions of market solvency free lunch,

关键词:套利鞅市场摩擦偿付约束免费午餐

27. Keywords Interest Rate Derivative Securities;Short Interest Rate;Term Structure;Martingale;Principle of Maximum Entropy;

利率衍生证券;短期利率;期限结构;鞅;最大熵原则;

28. By means of backward stochastic different equation and martingale methods,this paper obtaines general pricing formula of European contingent claim.

利用倒向随机微分方程和鞅方法,得到欧式未定权益的一般定价公式。

29. Under the stochastic model of exponential Ornstein-Uhlenback process, the pricing formulas of lookback options with fixed strike prices are obtained by the martingale approaches.

利用期权定价的鞅方法，得到了指数O-U过程随机模型下固定履约价回顾型期权的定价公式。

30. Constructs a.e. convergence martingal by means of moment function and analytical method.A new proof on a limit theorem of random selection for i.i.d.random variables is obtained.

利用矩母函数构造几乎处处收敛的鞅，结合分析方法，给出关于独立同分布随机变量序列随机选择的一个强极限定理证明。

31. By the exponential of martingale, the strong consistency and uniform strong consistency in finite closed interval are be obtained, which improve the results in [5].

利用软的某种指数不等式，得到了其加权核估计的强相合以及在有限闭区间内一致强相合的性质，并在某种意义上推广了[5]的结果。

32. By using the convergence theorem of martingale difference sequence, a class of strong limit theorem for the functional countable homgenous Markov chain is obtained.

利用鞅差序列的收敛定理,给出了一类关于可列齐次马尔科夫链泛函的强极限定理。

33. By using the convergence theorem of martingale difference sequence,a class of strong limit theorem for the functional countable homgenous Markov chain is obtained.

利用鞅差序列的收敛定理，给出了一类关于可列齐次马尔科夫链泛函的强极限定理。

34. In compound binomial risk model,a martingale method is used to compute the distributions of the first and last time of the surplus process at a given level.

利用鞅论的方法得到了复合二项模型中盈余过程首次和末次到达一给定水平的时间的分布特征,并导出了几个概率等式,另外,也讨论了其它一些相关量的概率特征。

35. Stably Convergence in Distribution About Wavelet Estimation in Semiparametric Regression Model--The Martingale Difference Error Sequence Case

半参数回归模型小波估计的稳定地依分布收敛性--误差为鞅差序列情形

36. paraproduct martingale operator

双鞅算子

37. Keywords convertible bonds;derivative pricing;complete decomposition pricing method;martingale pricing method;analytic formulae;

可转换债券;衍生证券定价;完全拆解定价法;鞅定价法;解析式;

38. forward-backward martingale decomposition

向前向后鞅分解

39. Weighted Moment Inequalities of Vector Valued Martingale Transform Operators and its Application

向量值鞅变换算子加权条件矩不等式及其应用

40. The Bound of Vector-space-valued Martingale Transformational Operators in Several Banach Spaces

向量值鞅变换算子在几种Banach空间上的有界性

41. Some Results about Vector Measure and an Counter Example about a Martingale

向量测度中的一些结论和渐近鞅中的一个反例

42. Nonparametric wavelet estimator of a fixed designed regression function for martingale sequences

固定设计下鞅序列回归函数的小波估计

43. In the process of development there are three types of efficient market model: expected return model, random walk model and downside martingale model.

在其发展过程中出现了三种有效市场模型：预期收益模型、随机游走模型以及下鞅模型。

44. By applying equivalent martingale measure transformation within the framework of our model,a closed form analytic solution for vulnerable European call option is given.

在这样的模型假定下,采用等价鞅测度变换方法,对有违约风险的欧式看涨期权给出了封闭形式的解析定价公式.

45. Finally,the tool of martingale is used to study the proliferation rate of linear controlled branching process in a random environment.

基于以上的结果,采用鞅方法,严格表达了随机环境中线性控制分枝链的增殖速度。

46. Pricing Method for Contingent Claim Based on Martingale and Linear Programming Dual Principle

基于鞅和线性规划对偶原理的或有要求权定价方法

47. Convergence of complex asymptotic martingale

复值渐近鞅的收敛性

48. If you do not know what martingale is, do not panic, another way of saying this is that under risk neutral measure the underlying asset grows at risk-free rate.

如果你现在还不知道什么使鞅，不用惊慌，换一句话说在风险中立概率测度之下标的资产以无风险利率增长。

49. Laws of large numbers of weighted sums of real-valued martingale differences

实值鞅差序列配重和的大数定律

50. Keywords Real Options;Game Theory;Default Risk;Endogenous Bankruptcy;Stochastic Calculus;Optimal Stopping Times;Martingale;Stochastic Differential Equation;

实物期权;博弈论;违约风险;内生破产;随机分析;最优停时;鞅;随机微分方程;

51. We study the relationship of martingale and arbitrage in securities markets with transaction costs and solvency in this paper, and obtain some significative results.

对带有交易费用和偿付约束的金融市场套利与鞅的关系问题进行了研究，得到了一些有意义的结果。

52. By applying the martingale pricing method in a world in which the logarithmic normal diffuse processes are expressed risk-neutral,we get European exchange rate call option related with the stock.

将对数正态扩散过程表达的随机过程转化为风险中性,并在此条件下用鞅定价方法推导出与股票相关联的欧式汇率买入期权的价格公式。

53. local square strong martingale

局部平方可积强鞅

54. Quadratic Variation of Local Square Strong Martingale

局部平方可积强鞅的二次变差

55. local martingale

局部鞅

56. local martingale convergence theorem

局部鞅收敛定理

57. Properties of Square Integrable Complex Martingal

平方可积复值鞅的性质

58. The Orlicz Norm Inequalities for Generalized Martingale Transfrom Operators

广义鞅变换算子的Orlicz范数不等式及其应用

59. With the martingale representation theorem and some conclusions for conditional expectation, the optimal strategies for optimal portfolio-consumption problem are derived.

应用鞅的表示定理及条件期望的结论，得到最优投资消费问题的最优策略。

60. weak Hardy space of martingale

弱Hardy鞅空间

61. weak martingale space

弱鞅空间

62. Quasi-eventual martingale ( QEM )

拟终鞅

63. quasi - martingale

拟鞅

64. transform of p-quasi martingale

拟鞅变换

65. exponential martingale

指数鞅

66. Abstract： Constructs a.e. convergence martingal by means of moment function and analytical method.A new proof on a limit theorem of random selection for i.i.d.random variables is obtained.

摘 要： 利用矩母函数构造几乎处处收敛的鞅，结合分析方法，给出关于独立同分布随机变量序列随机选择的一个强极限定理证明。

67. Abstract : Based on the definition of the stochastic integral of local square strong martingale, the properties of the stochastic integral of local square strong martingale were discussed.

摘要 ： 基于停线局部平方可积强鞅随机积分的定义, 研究局部平方可积强鞅随机积分的性质, 得到了局部平方可积强鞅随机积分具有停止性等结果.

68. In this paper, we introduce the martingale convergence theorem and martingale hyperconvergence theorem for analyzing performances of identification methods and states their application ranges.

摘要介绍了用于辨识方法性能研究的鞅收敛定理和鞅超收敛定理，阐述了其应用范围；

69. From the point of view of the basic option model, enterprise investment decision making under uncertainty is studied based on the martingale method.

摘要从基本的期权模型出发，利用鞅方法分析研究了不确定情况下的企业投资决策问题。

70. In a concrete discrete-time incomplete market model, the minimal martingale measure is characterized.Under the martingale measure, the arbitrage-free pricing model of stock futures is derived.

摘要在具体的离散时间不完全市场模型下给出了极小鞅测度的刻划，并以此推导股票期货的无套利定价模型。

71. 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.

摘要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。

72. The concept of average Markov process is introduced.Average Markov process may be neither Markov process nor martingale, but both Markov process and martingale are average Markov process.

摘要引进了均马氏过程的概念，证明了马氏过程或者鞅都是均马氏过程，但均马氏过程可以不是马氏过程也可以不是鞅。

73. In this paper, we discuss the estimate of regression function in nonparametric regression model based on exponential integral martingale difference.

摘要本文研究了误差项是鞅差序列，且满足某种指数矩条件的非参数回归函数的估计。

74. This paper deals with the minimal entropy martingale measure and utility indifference pricing concerning a stochastic volatility model.

摘要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。

75. This paper deals with the equivalent martingale measures for the stochastic volatility model.

摘要研究了随机波动率模型的等价鞅测度。

76. The present paper deals with two-parameter local strong martingale of stopping line. Some important results like stopping of local strong martingale being local strong martingale etc. are proved.

摘要研究停线的两指标局部强鞅，证明局部强鞅的停止仍为局部强鞅。

77. The constructive definition of Markov Chains in Random Environment is given. A class of strong limit theorems of Markov chains in random environments by martingale method is proved.

摘要通过随机环境中马氏链的一般构造性定义，利用鞅方法，得到了随机环境中马氏链的一类强极限定理。

78. Abstract: By using the convergence theorem of martingale difference sequence,a class of strong limit theorem for the functional countable homgenous Markov chain is obtained.

文摘:利用鞅差序列的收敛定理，给出了一类关于可列齐次马尔科夫链泛函的强极限定理。

79. Abstract: We study the relationship of martingale and arbitrage in securities markets with transaction costs and solvency in this paper, and obtain some significative results.

文摘:对带有交易费用和偿付约束的金融市场套利与鞅的关系问题进行了研究，得到了一些有意义的结果。

80. the variance-optimal martingale measure

方差最优鞅测度