1) Clark-Ocone Formula
Clark-Ocone公式
2) clark formula
Clark公式
1.
s:Based on the hypothesis of the market being non-arbitrage, using the methods of changing measure and martingale, this paper simplifies the solving process of the asian option pricing with geometric averaging, by a generalized clark formula , and the hedging strategy is derived.
亚式期权是一种强路径依赖齐全,在市场无套利的假设下,利用测度变换和鞅方法,使几何平均亚式期权定价的求解过程更加简化,并运用推广的Clark公式,给出了其套期保值策略。
2.
With an application of a generalized Clark formula the paper provides the optimal hedging s.
然后在不完全市场引入一种动态的风险度量准则,在风险中性的概率测度诱导的金融市场上,对一种未定权益找到了在风险的动态度量准则下的最优复制,然后运用一般的Clark公式与Malliavin分析得到了最优的套期保值策略。
3.
By using it and a generalized Clark formula, we provide a hedging stategy for the arithmetic Asian Option.
基于文[1]关于Banach空间D1,1上梯度算子D的一个性质,运用推广的Clark公式,对由算术平均确定的亚式期权给出了套期保值策略的计算途径。
3) A generalized Clark formula
推广的Clark公式
4) Catmull-Clark mode
Catmull-Clark模式
1.
The main thought of subdivision is illuminatad,Catmull-Clark mode is adopted to introduce the algorithm of subdivision surface.
以Catmull-Clark模式为例基于半边数据结构演示细分曲面的生成。
5) Ocone martingale
Ocone鞅
1.
In this paper we supposed that the stock price to meet Ocone martingale, using the special nature of Ocone martingale and the knowledge of Backward Stochastic Differential Equation, discussed the application of Backward Stochastic Differential Equation with ocone martingale to European option.
本文假定股票价格满足Ocone鞅,利用倒向随机微分方程的相关知识及Ocone鞅的特殊性质,讨论了Ocone鞅驱动的倒向随机微分方程在欧式期权定价中的应用。
6) Catmull-Clark Fractionized Mode
Catmull-Clark细分模式
补充资料：[3-(aminosulfonyl)-4-chloro-N-(2.3-dihydro-2-methyl-1H-indol-1-yl)benzamide]
分子式：C16H16ClN3O3S
分子量：365.5
CAS号：26807-65-8
性质：暂无
制备方法：暂无
用途：用于轻、中度原发性高血压。
分子量：365.5
CAS号：26807-65-8
性质：暂无
制备方法：暂无
用途：用于轻、中度原发性高血压。
说明：补充资料仅用于学习参考，请勿用于其它任何用途。
参考词条