| 释义 |
mar·tin·gale 英ˈmɑːtnˌgeɪl美ˈmɑrtņˌgelAHDmärʹtn-gāl' ＧCOCA¹⁷⁵¹⁷⁰BNC¹⁴⁴⁶⁶⁴⁺³iWeb⁴⁶³³⁷
基本英英近义反义例句
n.马颌缰³³;艏斜桁撑杆³⁴;赌博中输后加倍下注的赌法³³异体字martingal
Noun:
a harness strap that connects the nose piece to the girth; prevents the horse from throwing back its headspar under the bowsprit of a sailboat近义词 dolphin striker海豚冲击船
It is shown that in this case, the Minimal Martingale Measure also owns minimal relative entropy with respect to P.
结果显示在连续过程框架下，最小鞅测度就是相对熵最小的等价鞅测度。 cnki
Nowadays, the theory about martingale, stop-time, and the renewal recursive technique has been widely applied in the risk theorems research.
在风险理论的研究中，鞅和停时的思想，以及更新过程的方法，得到了广泛的应用。 cnki
Some strong limit theorems for the sequence of arbitrary random sequence are discussed by means of martingale method.
采用鞅方法研究对任意随机变量序列普遍成立的强极限定理。 zidian8
Then, The pricing formulas of the option on a discrete maximum and Rainbow option are obtained with the help of the martingale approaches.
利用期权定价的鞅方法，得到了离散时间最大值期权和虹式期权的定价公式。 cnki
And for market weak efficient form of inspection usually boils down to the martingale properties on the market testing.
而对市场弱有效形式的检验通常归结为对市场鞅性质的检验。 ziyuangongxiang5
As corollaries, some classical limit theorems for the sequences of independent random variables and a class of limit theorem for martingale difference sequences are obtained.
作为推论，得到了若干经典的独立随机变量序列的极限定理和一类鞅差序列的极限定理。 cnki
Exponential bounds for ruin probabilities of an infinite time horizon are derived by martingale method.
通过构造鞅的方法我们得到了无限时间下的破产概率的指数型上界。 cnki
In the last part, we discuss the stability of BSDE driven by continuous semi- martingale using the weak convergence of filtration.
第五章利用信息族的弱收敛的方法，讨论由连续半鞅驱动的 BSDE解的稳定性。 cnki
In this paper, we apply the method of martingale analysis to optimal investment and consumption strategies, and some related consequences are acquired.
本文则是运用鞅分析方法探讨最优投资与消费决策问题，获得了一些相关结果。 fabiao
In this paper, we discuss the estimate of regression function in nonparametric regression model based on exponential integral martingale difference.
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。 dictall
In this paper, we discussed some problems of three special risk models with interest by recursive method and Martingale method.
本文主要运用递推方法以及鞅方法研究了三种特殊的带利率风险模型的若干问题。 dictall
In this paper, we prove the existence of solution to the martingale problem for infinite dimensional reaction- diffusion particle systems with the rate of diffusion being at most linear.
本文利用有限维逼近的方法证明了一类扩散速度不超过线性的多物种无穷维反应扩散粒子系统鞅解的存在性。 cnki
In this paper, we derive the pricing formulas for European option and exotic options by using Martingale method.
本文利用鞅方法重新推导出了欧式期权和一些奇异期权的定价公式。 cnki
It has good global convergence and stability which can be strictly proved by martingale theory.
该算法具有良好的总体收敛性和稳定性能用鞅理论严格予以证明。 cnki
The pricing formula and hedging strategy of European Future contingent claim are obtained by back ward stochastic different equation and martingale method.
利用倒向随机微分方程和鞅方法，直接得到欧式期货未定权益的一般定价公式以及套期保值策略。 cnki
This paper analyzes the binomial model of stock price movement, and on the basis of martingale theory discusses the pricing of path dependent options.
通过对股票价格变动的二项式模型的分析，以鞅理论为基础，讨论与轨道相关的期权的定价方法。 cnki
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。 dictall.com
Under the equivalent martingale measure and the risk neutral pricing model, the pricing formulas of reset call options with power payoffs at the time of maturity was derived.
在等价鞅测度和风险中性定价的原则下，得到了在到期日具有幂型支付的重置看涨期权的定价公式。 dictall
Using the notion of martingale, the paper obtains the ultimate ruin probability and the distributions of the first and the last arrival time of a given level.
利用鞅的概念，得到了该模型下的最终破产概率、盈余首次和末次达到给定水平时刻的分布。 cnki
Using martingale methods, general pricing formula of European contingent claims is derived and European option and put-call parity is analyzed.
利用鞅方法得到了欧式未定权益定价的一般公式，欧式看涨期权和看跌期权定价及平价关系。 cnki
We establish a martingale inequality and apply it to the sums of independent random variables to estimate the growth rate of the constant in a moment inequality.
建立了一个鞅不等式，将这一不等式应用于独立随机变量和，对一个矩不等式的系数的增长阶给出了精确估计。 dictall |