martingale

1. That's why martingale systems don't work.: 这就是为什么鞅系统不工作。

2. 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。

3. In this paper, martingale theory is used in iterative learning control.: 本文则将鞅理论应用于迭代学习控制中。

4. A market is fair is that the market exists the equivalent martingale measure.: 市场是公平的是指市场存在等价鞅测度。

5. This system that is called the Martingale system and it has been around for years.: 这一系统被称为鞅系统，它已经存在多年。

6. This is also one of the best games for showing you the flaws in the Martingale system.: 这也是最好的一个游戏显示的缺陷鞅系统。

7. By using the method of Martingale, we get the inequality for the ultimately ruin probability.: 应用鞅论的方法，得出破产概率的一个不等式。

8. Using the measure transformation and martingale method, the price of the analytic form is obtained.: 利用测度变换和鞅方法，得到了其解析形式的定价公式。

9. At present, the main way to solve this problem is dynamic programming method and martingale method.: 目前解决这一问题的主要方法是动态规划和鞅方法。

10. The martingale property and the strong Markov property of this kind of surplus process are discussed.: 讨论了该盈余过程的马尔科夫性和鞅性。

11. Making use of Martingale method and Girsanov theorem, pricing major medical expense insurance option.: 将高额医疗费用保险视为一种特殊的欧式看涨期权，给出了期权的定价。

12. 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。

13. Moreover, we discuss the convergence for randomly weighted sums of B-valued martingale difference series.: 还进一步讨论了B值鞅差序列随机加权和的收敛性。

14. 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。

15. Under the condition of changing premium, the upbound of ruin probability was obtained by sub-martingale property.: 在保费收入可以改变的条件下，利用下鞅的收敛性，得到了破产概率的一个上界。

16. The stationary property, Markoy Property and martingale property of the optimal solution sets process are discussed.: 研究了最优解集过程的平稳性、马氏性以及最优值过程的鞅性和最优解集过程的集值勒性。

17. At last, by martingale large number theorem and central limit theorem, we study the hypothesis testing of parameters.: 最后，利用鞅大数定律和中心极限定理对参数作了假设检验。

18. 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。

19. In this paper, new kinds of quasi-eventual-martingale-like sequences are introduced and their convergence are investigated.: 本文引入了一类新的拟终鞅型序列并研究了它们的收敛性。

20. This paper orders option prices under different well known martingale measures in an incomplete stochastic volatility model.: 基于不完备的随机波动率模型，本文给出了不同著名鞅测度下定价的大小顺序。

21. The principal results include stopping theorem of weak martingale and strong martingale on stopping point and strong stopping point.: 介绍各种二指标鞅关于停点、强停点的停止定理，主要结果有弱鞅、强鞅关于停点、强停点的停止定理。

22. 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。

23. Using forward martingale methods, this paper analytically studies the pricing revolver loan in the framework of credit structural model.: 本文在远期鞅测度下，应用信用风险结构模型对循环贷款价格的解析计算进行研究。

24. 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。

25. This paper discussed the construction of martingale measures in multinomial market model under the hypothesis of no arbitrage opportunity.: 在无套利假设下，讨论了多叉树模型中鞅测度的构造问题。

26. 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。

27. The pricing formula of European foreign stock contingent claim are obtained by backward stochastic different equation and martingale method.: 利用倒向随机微分方程和鞅方法，讨论国外股票欧式未定权益的一般定价问题，获得了一般定价公式。

28. 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。

29. Some improved parameter estimation algorithms are presented , their convergent properties are proved by using the martingale convergence theorem .: 围绕这两个方面给出了一些改进的参数估计算法，并用鞅的各种收敛理论对之进行了严格的数学证明。

30. Some improved parameter estimation algorithms are presented , their convergent properties are proved by using the martingale convergence theorem .: 围绕这两个方面给出了一些改进的参数估计算法，并用鞅的各种收敛理论对之进行了严格的数学证明。

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