英语释义

• spar under the bowsprit of a sailboat

• a harness strap that connects the nose piece to the girth; prevents the horse from throwing back its head

片语

martingale e弓形拉线

martingale process鞅计算过程

martingale backstay首斜桁撑桿后支索

Martingale residual鞅残差

martingale transform鞅变换

ring martingale下吊嚼

martingale measures鞅测度

英汉例句

• 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。

• by using stochastic dynamic programming principle and martingale approach to solve these models, the optimal investment strategies and the efficient frontier are presented explicitly.

  运用动态规划原理与鞅方法求解模型，得到了这三种情形下的最优投资策略与有效前沿的解析解。

• because of the incompletion in real option theory, this paper studies the effect of market certainty and uncertainty on project investing decision were studied by using martingale theory.

  针对实物期权理论中存在的不足，运用鞅理论分析研究了市场环境下的确定性和不确定性因素对实物资产项目投资决策的影响。

• 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。

• we understand customers' concerns in regards to the martingale strategy for trading.

  我们了解客户关注对于运用鞅战略贸易。

• by using the convergence theorem of martingale difference sequence a class of strong limit theorem for the functional countable homgenous markov chain is obtained.

  利用鞅差序列的收敛定理，给出了一类关于可列齐次马尔科夫链泛函的强极限定理。

• in the second section, by martingale method , european contingent claim can be priced well.

  在本章第二节，介绍了用鞅方法来定价一般欧式或有债权。

• 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。

• 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。

• it has good global convergence and stability which can be strictly proved by martingale theory.

  该算法具有良好的总体收敛性和稳定性（能用鞅理论严格予以证明）。

• this paper analyzes the binomial model of stock price movement, and on the basis of martingale theory discusses the pricing of path dependent options.

  通过对股票价格变动的二项式模型的分析，以鞅理论为基础，讨论与轨道相关的期权的定价方法。

• as corollaries, some classical limit theorems for the sequences of independent random variables and a class of limit theorem for martingale difference sequences are obtained.

  作为推论，得到了若干经典的独立随机变量序列的极限定理和一类鞅差序列的极限定理。

• by applying the martingale pricing method in a world in which the logarithmic normal diffuse processes are expressed risk-neutral, we get european exchange rate call option related with the stock.

  将对数正态扩散过程表达的随机过程转化为风险中性，并在此条件下用鞅定价方法推导出与股票相关联的欧式汇率买入期权的价格公式。

• the pricing formula and hedging strategy of european future contingent claim are obtained by back ward stochastic different equation and martingale method.

  利用倒向随机微分方程和鞅方法，直接得到欧式期货未定权益的一般定价公式以及套期保值策略。

• 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。

• in this paper, we discussed some problems of three special risk models with interest by recursive method and martingale method.

  本文主要运用递推方法以及鞅方法研究了三种特殊的带利率风险模型的若干问题。

• under the equivalent martingale measure and the risk neutral pricing model, the pricing formulas of reset call options with power payoffs at the time of maturity was derived.

  在等价鞅测度和风险中性定价的原则下，得到了在到期日具有幂型支付的重置看涨期权的定价公式。

• 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。

• despite that modern option pricing theory can give an accurate describe of the interest rate movement, no arbitrage model, the equilibrium model, the martingale model all have deficit.

  尽管现代期权理论能对利率运动给出「精确」描述，然而，无论是无套利模式、均衡模式还是鞅模式，均存在一定的缺点。

• 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。

• in this paper, constructs the asset conversion function for given asset model with the transaction costs and discusses some properties of asset conversion by using martingale and dual approaches.

  针对所给出的有交易费的资产模型，引入了资产折算函数，并利用辅助鞅和凸函数对偶方法，讨论了该模型下折算资产优化的性质。

• 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。

• jean valjean cut the martingale which javert had about his neck, then he cut the cords on his wrists, then, stooping down, he cut the cord on his feet; and, straightening himself up, he said to him

  冉阿让把捆住沙威脖子的绳子割断，又割断他手腕上的绳子，再弯腰割断他脚上的绳子，然后站起来说