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Forward martingale measure 远期鞅测度
forward martingale measures 远期鞅测度
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 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。
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.
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。
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。
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。
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。
the variance-optimal martingale measure 方差最优鞅测度
the minimal entropy martingale measure 最小熵鞅测度
minimal entropy martingale measure 最小熵鞅测度
variance-optimal martingale measure 方差最优鞅测度
My foot caught in a creeper and I pitched forward. 藤蔓缠住我的脚，使我向前倒下。
Einstein put forward his new theory of relativity. 爱因斯坦提出了相对论的新学说。
We look forward to the return of spring. 我们期待着春天的到来。
Many activists have come forward. 涌现了大批积极分子。
They looked forward very much to seeing him again. 他们非常盼望再次见到他。
He has decided to go forward with his plans. 他己决定实施自己的计划。
She leaned forward and whispered the news to him. 她探过身去，低声把消息告诉了他。