General pricing formula of European contingent claim and its application;
欧式未定权益的一般定价公式及其应用
Indifference pricing of contingent claim with nontraded asset;
非交易资产未定权益的无差别定价
Hedging strategy of a contingent claim in incomplete market;
不完全市场上一种未定权益的套期保值策略
No-arbitrage fair pricing of contingent claims under transaction costs;
有交易费的未定权益无套利公平定价
Hedging price of no-arbitrage contingent claims under transaction costs;
有交易费的未定权益无套利套期保值定价
The upper-hedging price of an ECC is obtained by introducing a family of auxiliary frictionless financial markets Existence of an optimal portfolio for hedging contingent claims is shown.
研究了在借款利率大于存款利率的条件下,投资者拥有或借入风险资产需交纳比例费用的摩擦金融市场中的欧式未定权益套期保值问题。
To discriminate the existence of indeterminate form s double limit to binary function is a relatively difficult question.
判定二元函数f(x,y)的未定式二重极限的存在性是一个比较困难的问题。
Computation of indefinite formulas is main part of limit.
未定式的计算是极限计算的重要组成部分。
Give the definition of opportunity of arbitrage for the financial markets created by the set of contingent claims prices {(x λ,q λ)|λ∈Λ} of X=L 2(Ω,Γ,P).
对 X =L 2 (Ω ,Γ ,P)中给定的未定债权 -价格集 { (xλ,qλ) |λ∈Λ}所生成的金融市场 ,给出了套利机会的定义 ,它是传统资本市场中套利资产组合的推广 。
So we treat them hear as species indeterminata.
本文报道在湖北省武汉市(30°30′N,114°12′E)采到的嗜子宫科线虫三个未定种:嗜子宫线虫未定种1,寄生于乌鳢的肾;嗜子宫线虫未定种2,寄生于黄鳝的腹腔;布氏线虫未定种,寄生于蒙古红鲌的腹腔。
In this paper we give the defination of the indefinite Weyl group of finite type I(?)r(a).
本文首先给出Kac-Moody代数IXr(a)的有限型I(?)r(a)的未定Weyl群的定义,然后对a≥5证明了不定型李代数,IXr(a)的Weyl群W同构于有限型I(?)r(a)的未定Weyl群。
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