1.
The Minimal Martingale Measure and Minimale Entropy Martingale Measure for Jump Diffusion Semimartingal;
跳扩散半鞅的最小鞅测度与最小熵鞅测度
2.
The Variance-Optimal Martingale Measure for Continuous Semimatingale on the Right Continuous Information Field
右连续信息域下连续半鞅的方差最优鞅测度
3.
On the Relationship of Optimal Growth Portfolio and Martingale Measure
最优增长投资组合与等价鞅测度之间的关系
4.
Moore-Penrose Pseudo-Inverse and Equivalent Martingale Measures in General Black-Scholes Model;
M-P逆与一般B-S模型中的等价鞅测度(英文)
5.
THE EQUIVALENT MARTINGALE MEASURE PRICING MODEL OF WARRANTS AND ITS NUMERICAL METHOD;
认股权证的等价鞅测度定价模型与数值方法
6.
Applications of Equivalent Martingale Measures Model in Pricing Option on Foreign Currency;
等价鞅测度模型在外汇期权定价中的应用
7.
Functional Laws of the Iterated Logarithm for Lévy Area with Poisson Martingale Measure
一类带泊松鞅测度Lvy区域的泛函重对数律
8.
Comparison of Equivalent Martingale Measures in One-Period Trinomial Tree Model
单周期三叉树模型中等价鞅测度的比较
9.
The unique equivalent martingale measure of this model is found by using the Girsanov theorem.
利用Girsanov定理获得了指数O-U过程模型的唯一等价鞅测度。
10.
Formation of Equavalent Martingale Measure on Pricing of European Options in Binomial Tree Model and Its Application;
欧式期权定价的二叉树方法中的等价鞅测度严格构造及其应用
11.
Minimal Entropy Martingale Measure and Utility Indifference Pricing in the Stochastic Volatility Model
随机波动率模型的最小熵鞅测度和效用无差别定价
12.
Option Pricing by the Backward Stochastic Differential Equation Method and the Equivalent Probability Martingale Measure in the Jump-diffusion Model
跳跃-扩散模型中期权定价的倒向随机微分方程方法及等价概率鞅测度
13.
Some Results about Vector Measure and an Counter Example about a Martingale;
向量测度中的一些结论和渐近鞅中的一个反例
14.
CHARACTERIZATION OF ARBITRAGE-FREE MEASURE IN A CLASS OF SPECIAL SEMI-MARTINGALE MODELS;
一类特殊半鞅模型中无套利测度的刻划(英文)
15.
The Geometrical Properties of Banach Space and Convergence of B-valued Martingales
Banach空间的几何性质与B值复测度拟鞅的收敛性
16.
Martingale is a method that today’s price of derivatives is equal to the discounted expectation of its future price if the future expectation is calculated with respect to the risk-neutral probability measure.
通过鞅方法，在风险中性概率测度下，衍生证券的现在价格等于未来的期望收益的折现。
17.
The p-power mean density kernel estimators and rate of consistency for martingle difference sequence;
鞅差序列密度估计的p阶相合性及其收敛速度
18.
CONVERGENCE RATE OF THE ESTIMATE OF THE REGRESSION FUNCTION UNDER ERROR BEING MARTINGALE DIFFERENCE SEQUENCE;
误差为鞅差序列的回归函数估计的收敛速度