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- 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。
- the minimal martingale measure 极小鞅测度
- minimal martingale measure 最小鞅测度
- 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。
- the minimal entropy martingale measure 最小熵鞅测度
- minimal entropy martingale measure 最小熵鞅测度
- 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.
- 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。
- 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 good they have done for me is beyond measure. 他们对我所做的好事简直无可估量。
- variance-optimal martingale measure 方差最优鞅测度
- The Minimal Symmetric Entropy Martingale Measure and the Valuation Problem in Incomplete Markets 最小对称熵鞅测度和不完备市场中的定价问题
- Keywords Non-arbitrage pricing principle;Minimal entropy martingale measure;Derivative security valuation;Investment risk;Random walk;Monte Carlo simulation;Stochastic calculus; 无套利定价原理;最小熵等价鞅测度;金融衍生品定价;投资风险;随机游走;随机模拟;随机积分;
- We stayed with friends, so our expenses were minimal. 我们住在朋友家，所以我们的花费很小。
- We need a yardstick to measure our performance by. 我们的表现需要一个检验的标准。
- That measure will be carried into effect very soon. 这项措施将在最近付诸实施。
- His resignation is a measure of how angry he is. 从他辞职一事可见其气愤的程度。
