1·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。
2·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。
3·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。
4·By applying the martingale pricing method in a world in which the logarithmic normal diffuse processes are expressed risk-neutral, we get European exchange rate call option related with the stock.
将对数正态扩散过程表达的随机过程转化为风险中性,并在此条件下用鞅定价方法推导出与股票相关联的欧式汇率买入期权的价格公式。
5·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。