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1 词典释义:
martingale
时间: 2025-02-27 02:16:27
英 [ˈmɑːtɪnˌɡeɪl]

n.马颔缰;马丁格尔倍赌法(输后加倍下注的赌法);艏斜桁撑杆;艏斜桁撑杆支索;

双语例句
  • That's why martingale systems don't work.

    这就是为什么鞅系统不工作。

  • 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。

  • 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。

  • 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。

  • 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。

  • 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。

  • 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。

  • 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。

  • 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。

  • 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。

  • 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。

  • 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。

  • 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。

  • 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。

  • 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。

  • 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。

  • 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。

  • 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 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。

  • 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。

  • 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。

  • 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。

  • 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。

  • 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。

  • 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。

  • 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。

  • 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。

  • 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。

  • 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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