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1)  bimeasures
测度值鞅
2)  Hilbert valued martingale measures
Hilbert值鞅测度
3)  H-valued semimartingale random measures
H-值半鞅测度
1.
In this paper, we introduce the notion of H-valued semimartingale random measures and investigate their fundamental properties.
本文引进了H-值半鞅测度,研究了其基本性质和与之相联系的随机积分。
4)  Partial dentability
向量测度值鞅
5)  martingale measure
鞅测度
1.
In this paper, based on the signaling approach by Cathcart and El-Jahel, we developed a continuous and reduced-form model for the pricing of the defaultable bond, which has a signaling variable in the market and also a stochastic recovery rate f(δt), then, a approximate formula was given by martingale measure approach.
在Cathcart and El-Jahel(1998)的Signaling方法的基础上,本文发展了一个具有市场信号变量δt以及随机回收率f(δt)的可违约债券定价的连续时间简化型模型,并用鞅测度的方法给出了近似求解公式。
2.
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。
6)  complex measure
复测度鞅
补充资料:鞅鞅不乐
1.因不满意而很不快乐。鞅,通"怏"。
说明:补充资料仅用于学习参考,请勿用于其它任何用途。
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