We propound a simple method for approximate hedging a contingent claim or an European option in minimum variance criterion.
利用在最小方差准则下选择概率测度Q或权重函数LN来求最优投资组合的方法,给出了离散时间情况下的鞅表示定理,在最小方差准则下提供一个简单的方法来近似对冲一个未定权益或一个欧氏期权。
ON APPROXIMATE HEDGING A CONTINGENT CLAIM IN THE MINIMUM VARIANCE CRITERION
最小方差准则下一个未定权益的近似对冲(英文)
This particular half-sine pulse is only a very approximate model for the actual state of affairs.
这个特定的半正弦脉冲对实际情况来说只是一个非常近似的模型。
Welding stability pattern recognition used SVM base on approximate entropy of voltage signal
基于电压信号近似熵对铝合金脉冲MIG焊过程稳定性SVM模式识别
Approximate Symmetries and Approximate Invariant Solutions of Perturbed Differential Equations
扰动微分方程近似对称及近似不变解
discontinuous approximation
对不连续函数的近似解
Objecting seemed unreasonable.
表示反对似乎不近情理。
APPROXIMATE ESTIMATION OF ELCCTROMAGNETIC PULSE PRODUCED IN ATOMOSPHERE UNDER CONDITION OF NUCLEAR AIRBURST
低空核爆炸在源区产生的电磁脉冲的近似估计
Approximation Algorithm for Parallel Machine Scheduling with a Buffer;
带缓冲区的平行机半在线排序问题的近似算法
first approximation
第一次近似;第一近似值;初步近似;一次近似值;一级近似;首次近似
It seemed that the very memory of her was effaced from his mind.
对她的记忆似乎已在他的心中冲淡了。
integral approximation
积分逼近[近似]法
molecular field approximation (: Weiss approximation )
"分子场近似法,魏近似法"
shock-layer approximation
激波层近似解法[近似值]
Similarity in nature.
类似,近似属性的相似性
Error Estimates for Approximate Approximations with Gaussian Kernels on Multivariate Compact Intervals
利用Gaussian核对多元函数的近似逼近及其误差估计
Research on Radially Polarized Gaussian Beam Beyond the Paraxial Approximation
对径向极化高斯光束超越近轴近似模型的研究
They are far more amenable to approximate solutions.
对于求近似解来说,它们却好用得多。
Comment on 《Approximate formula for the period of a simple pendulum》;
对《一个单摆周期近似公式》一文的讨论
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