- 更多网络例句与martingales相关的网络例句 [注：此内容来源于网络，仅供参考]
-
On the basis of the theory of option pricing,We study the connection between America call option and European call option;Under the assumption condition of Black-Scholes formula ,use the theory of martingales and stopping time,get the conclusion that: the price of America call option equals the price of European call option; Discuss some numeric computing methods of the put America option pricing, with the invarional inequaility for optimal stopping, prove the boundary property of America put option price ...
基于期权定价的基本理论，研究美式看涨期权与欧式看涨期权之间的关系；在Black-Sc holes公式假设条件下，利用鞅和停时理论，得美式看涨期权的价格与欧式看涨期权的价格相等；探讨美式看跌期权价格的数字化计算，在相关假设条件下，利用基于最优化时的变分不等式证明了美式看跌期权价格的有界性，并介绍了几种美式看跌期权价格的数字化计算方法。
-
Thirdly,quasi-normal inequalities of a-variation maximal operator and a-conditional variation maximal operator of scalar predictable tree martingales areidentified by the use of martingale transforms and by the construction of convex or concave function method;on this basis and with the help of previsiblity or regu-larity,Burkholder-Davis-Gundy\'s inequality of a-variation maximal operator and a-conditional variation maximal operator of scalar predictable tree martingales are iden-tified by the application of Hardy-Lorentz interpolation theory.At the same time,bythe use of G.
再次，应用鞅变换和构造凸或凹函数方法证明了标量值可料树鞅的α-方极大算子和α-条件方极大算子的拟范数不等式；然后，在这些拟范数不等式的基础上，应用Hardy-Lorentz空间插值方法证明了当树鞅是可控或正规树鞅时关于标量值可料树鞅α-方极大算子和α-条件方极大算子的Burkholder-Davis-Gundy's不等式成立。
-
In the end , the adaptive prediction algorithm is proved to be globally convergent by using the extended form of Martingales Convergence Theorem .
k。最后用鞅收敛定理的推广形式证明了这一自适应预测算法的全局收敛性。
-
Pisier\'s results,under tree martingale valued space X is isomorphic toan a-uniformly convex space (2≤a＜∞),some quasi-normal or normal inequalitiesof a-variation maximal operator and a-conditional variation maximal operator of X-valued predictable tree martingales are identified.
同时，用G.Pisier's结果在树鞅取值空间X同构于a一致凸Banach空间条件下，证明了几个X-值树鞅α-方极大算子和a-条件方极大算子的拟范数不等式与范数不等式。
-
Martingales, optimal stopping, Wald's lemma, age-dependent branching processes, stochastic integration, Ito's lemma.
随机过程：鞅，最优停步，Wald引理，依赖年龄的分支过程，随机积分， Ito引理。滑铁卢大学本科，研究生
- 加载更多网络例句 (25)
- 更多网络解释与martingales相关的网络解释 [注：此内容来源于网络，仅供参考]
-
Martingales：鞍
718 马歇尔-勒纳条件 Marshall-Lerner Condition | 719 鞍 Martingales | 720 马克思主义经济学 Marxian Economics
-
Martingales：平赌过程
Marshall-Edgeworth-Bowley指数 Marshall-Edgeworth-Bowley index | 平赌过程 martingales | 大量观测 mass observation
-
Kolmogorov's inequality for martingales：平赌过程不等式
Kolmogorov不等式 Kolmogorov's inequality | Kolmogorov平赌过程不等式 Kolmogorov's inequality for martingales | Kolmogorov定理 Kolmogorov's theorem
-
Kolmogorov's inequality for martingales Kolmogorov：平赌过程不等式
Kolmogorov axioms Kolmogorov公设 | Kolmogorov's inequality for martingales Kolmogorov平赌过程不等式 | Kolmogorov strong law of large numbers Kolmogorov强大数法则