backward stochastic differential equation的意思|示意
倒向随机微分方程
backward stochastic differential equation的网络常见释义
倒向随机微分方程 ...SDE解的期权定价方法 研究了Knight不确定环境下的金融市场,利用倒向随机微分方程(backward stochastic differential equation,BSDE)的解以及时间-风险折现方法,提出了障碍再装股票期权的动态定价模型,并求出了模型的显式解,得到了障碍再...
利用倒向随机微分方程 ...SDE解的期权定价方法 研究了Knight不确定环境下的金融市场,利用倒向随机微分方程(backward stochastic differential equation,BSDE)的解以及时间-风险折现方法,提出了障碍再装股票期权的动态定价模型,并求出了模型的显式解,得到了障碍再...
backward stochastic differential equation相关短语
1、 Forward-Backward Stochastic Differential Equation 正倒向随机微分方程
2、 Forward Backward Stochastic Differential Equation 正倒向随机微分方程
3、 discrete backward stochastic differential equation 离散的倒向随机微分方程
backward stochastic differential equation相关例句
This paper investigates Random Walk and Discrete Backward Stochastic Differential Equation.
本文研究了随机游走和离散的倒向随机微分方程。
Backward Stochastic Differential Equation (BSDE), Fractional Brownian Motion and Its Applications, Stochastic Control, etc.
倒向随机微分方程，分数布朗运动及其应用，随机控制等。
Therefore, the research on backward stochastic differential equation is of considerable theoretical significance and practical value.
因此， 研究倒向随机微分方程具有重要的理论意义和应用价值。
Stochastic Control, Differential Games, Stochastic Analysis, Forward-backward Stochastic Differential Equation, Mathematical Finance.
随机控制，微分对策，随机分析，正倒向随机微分方程，金融数学。
The Dynamic Asset Share Pricing Theoretical Models are set up according to modern finance theory using Backward Stochastic Differential Equation Theory.
运用倒向随机微分方程数学方法，建立了动态资产份额定价理论模型。
In this note, we give the detail proofs of time-homogeneity of the solution of backward stochastic differential equation (BSDE in short) and their explanations in financial market.
本注记在一定条件下证明了倒向随机微分方程(简记为BSDE)的解满足时齐性，并给出其在金融市场中的解释。