martingale
The martingale guy I repaired in like fashion.
鞅家伙我在想修复的方式。
The martingale guy was snapped at the base near the bowsprit cap.
鞅家伙是结束在基地附近的船首斜桅帽。
Martingale does not work in real life because casinos limit maximum bets.
加倍下注法在现实生活中不起作用，因为赌场限制了最大赌注。
Those of you who know what martingale is could join this group...yeah...
本团体是开放的。任何人都可以加入或者邀请他人加入。
Then,for a given equivalent martingale measure,the optimal stopping problem of the permanent American option is solved.
本文在一个合适的等价鞅测度下,给出了带有事件风险的永久美式期权的定价及其最优停时.
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。
A main characteristic of the random walk and Martingale models is that the returns are uncorrelated.
随机行走和鞅模型的一个主要特征是报酬率是不相关的。
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。
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。
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。
By means of Girsanov theorem and martingale method, we obtain compound option pricing formula and hedging strategy of European contingent claim.
通过Girsanov定理和鞅表示方法,得到欧式未定权益的复合期权定价公式及其套期保值策略。
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。
By definition risk neutral measure is a probability measure under which discounted value of the underlying asset of this derivative is a martingale.
根据定义风险中立测度是一个使贴现后标的资产价值成为鞅的概率测度。
Duing to the root unit test's particularity, it can meet the hypothesis of martingale, so it may be more reasonable than the random walk test.
由于股价指数时间序列的单位根检验能够满足鞅假定的要求，故较之随机游走检验对股票市场弱式有效性的验证更具合理性。
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。
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。
The second chapter is about a random function central limit theorems for linear process generated by martingale differences.
李正龙，胡舒合对平稳序列也得到了同样的结论。
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。
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。
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。
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。
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。
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。
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。
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。
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。
Thepaper also points out,in additiion,the relationship amon among Banach valuedp-quasi martingale,Banach valued p-uniform amart and Banaeh valued L~p-martingale in the limit.
此外,还指出了 B 值 p 拟鞅,B 值 p 一致渐近鞅与本文中的 B 值 L~p 极限鞅之间的包含关系。
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.
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。
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。
Prove another inequality of positive martingale.Using this inequality one can prove that the mean convergence of positive martingale implies its point wise convergence.
证明了一个新的有关正值鞅的极大不等式。在这一极大不等式的基础上可以证明正值鞅的均收敛蕴涵了它的点收敛。
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。
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。
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。
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。
In Chapter 2, considers the definition of rearrangement invariant function space and Boyd indices and some characteristics of them, it also establish the rearrangement invariant martingale space in this chapter.
第二章重点介绍重排不变函数空间的定义以及重排不变鞅空间及Boyd指数和的若干性质。
At last,the paper derivates the pricing formula of European call option by using equivalent measure transformation and martingale methods for two cases: one is consider of stock price, the other is consider of the price of foreign exchange market.
利用等价测度和鞅的方法,分别在以股票价格和以外汇市场的波动率为选择重设点依据的两种情况下推导了它们的欧式看涨期权的定价公式。
This paper studies the nonparametric estimates of general weight function of the nonparametric regression function with fixed design points, when the model error is martingale sequence, and we give the optimal convergence rate under some conditions.
摘要当误差为鞅差序列时，研究固定设计点列情形下非参数回归函数一般权函数的非参数估计，并在一些基本条件下给出了估计的一致最优强收敛速度。
In this paper, we discuss the condition of exponential martingale for Ornstein-Uhlenbeck process model in detail and price bi-direction European option driven by Ornstein-in-Uhlenbeck process.
讨论了指数O-U过程模型所对应的指数鞅成立的条件，并用鞅方法定价了指数O-U过程模型双向欧式期权。
The interpolation spaces between Banach space valued martingale Hardy and BMO spaces are identified, moreover, as an application of which, the duals of the interpolation spaces will be investigated.
研究了 B值鞅 Hardy空间与 BMO空间的实内插 ,并利用所得结果 ,讨论了鞅 Hardy空间的内插空间的共轭问题 .
The interpolation spaces between Banach space valued regular martingale Hardy and BMO spaces are identified, moreover, as an application of which, the adjoint problem of the interpolation spaces will be investigated.
用实方法讨论了B 值正规鞅Hardy与BMO空间的内插空间及内插空间的共轭问题
Provided that stock price process is a jump-diffusion process, the rate of return and the volatility are functions of time, the pricing formula of exponential European jump option can be obtained with the principle of equivalent martingale measure.
摘要假定股票价格过程服从跳跃－扩散过程，且无风险利率，股票收益率、波动率均为时间函数，利用等价鞅测度方法得出了支付函数为幂型的欧式期权定价公式。
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。
Martingale is sample than stochastic differential equation and do not involve complex integral, so it is used widely. Numerical analysis methods can resolve the price of derivatives also.
鞅方法比随机微分方法简单，且不涉及复杂的积分，许多偏微分方程不能求解的问题，鞅方法可以轻易求得，因此鞅方法得到广泛应用。
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。
By using stochastic dynamic programming principle and martingale approach to solve these models, the optimal investment strategies and the efficient frontier are presented explicitly.
运用动态规划原理与鞅方法求解模型，得到了这三种情形下的最优投资策略与有效前沿的解析解。
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。
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。
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；
In this paper, we obtain formulation of option pricing by martingale analysis, which is not only valuable to rich application of martingale theory, but also practical to financial statistics.
本文利用鞅分析得出了期权定价的表达式,这不仅丰富了鞅的应用,而且在金融统计中,具有实际意义。