equivalent martingale measure的意思|示意
等效鞅测度
equivalent martingale measure的网络常见释义
等价鞅测度 ...生证券(path-dependent derivative security) 等价鞅测度： 风险中性估值方法可看作是等价鞅测度(equivalent martingale measure)的应用，鞅(martingale)是零漂移随机过程。 估计风险的市场价格 期货价格可提供一个变量在风险中性世界中所遵循过程的直接信息。
测度 进一步研讨的基调被设定了：他们证明了一个无套利的平衡体系可以由等鞅测度（equivalent martingale measure）来取得!
equivalent martingale measure相关短语
1、 martingale equivalent measure 等鞅测度
2、 equivalent local martingale measure 等价鞅测度
3、 equivalent probability martingale measure 等价概率鞅测度
equivalent martingale measure相关例句
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。
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。
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.
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。
Then by the new rule, a martingale measure was found, and sufficient conditions for the existence of a unique equivalent martingale measure that minimizes the symmetric entropy was given.
利用这一新的准则，确定了鞅测度，提供了存在惟一最小对称熵鞅测度的充分条件。