Martingale Sentence Examples | Use Martingale in a sentence

1.using Martingale method, we derive the explicit solution.

2.once your loss runs up to that limit, a Martingale just hits its head on the ceiling and dies.

3.the stationary property, markoy property and Martingale property of the optimal solution sets process are discussed.

4.making use of Martingale method and girsanov theorem, pricing major medical expense insurance option.

5.and for market weak efficient form of inspection usually boils down to the Martingale properties on the market testing.

6.this paper deals with the minimal entropy Martingale measure and utility indifference pricing concerning a stochastic volatility model.

7.application of Martingale analysis to pricing of geometric average asian options

8.through the Martingale approach, the construction of coupling operators is explored and coupling methods in multivalued stochastic differential equations are studied.

9.Martingale operators and atomic decompositions of weak hardy spaces of vector-valued Martingale generated by them

10.Martingale pricing of insurance under the combination of stochastic volatility and jump diffusion

11.the application of Martingale in a reinsurance risk model and the ruin probability

12.large diviation from the hydrodynamic limit of the empirical measure for symmetric zero rang process with random rates be proved by the methods of relative entropy and Martingale.

13.nonparametric approach to two-factor convertible bond ( descrete model): based on a new Martingale approach

14.the principal results include stopping theorem of weak Martingale and strong Martingale on stopping point and strong stopping point.

15.some convergence properties of Martingale transforms in banach algebra

16.asset pricing method based on Martingale and entropy theories

17.precise asymptotics in the baum-katz law of large numbers for linear processes of Martingale difference sequences

18.for the general claim sizes, the upper bound of the ruin probability is obtained by Martingale method.

19.the equivalent Martingale measure pricing model of warrants and its numerical method; agreed ( insured) value

20.using forward Martingale methods, this paper analytically studies the pricing revolver loan in the framework of credit structural model.

21.we understand customers' concerns in regards to the Martingale strategy for trading.

22.the Martingale property and the strong markov property of this kind of surplus process are discussed.

23.we understand customers'concerns in regards to the Martingale strategy for trading.

24.based on some non-attainable contingent claims which present prices are known in the incomplete markets, the paper provides more investment opportunities to the investers, then modifies the expression of Martingale representation theorem, so that the inner risk is reduced.

25.atomic decompositions and density of finite Martingales in Martingale spaces

26.minimal entropy Martingale measure and utility indifference pricing in the stochastic volatility model

27.on the relationship of optimal growth portfolio and Martingale measure

28.the constructive definition of markov chains in random environment is given. a class of strong limit theorems of markov chains in random environments by Martingale method is proved.

29.comparison of equivalent Martingale measures in one-period trinomial tree model

30.some strong limit theorems for the sequence of arbitrary random sequence are discussed by means of Martingale method. recent years, Martingale theory is applied widely in physic, biology, meteorology, economy, financial investment and other fields.

32.boundedness of a class of operators on Martingale space h_p~ s

33.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.

34.boundedness of Martingale transforms on weak hardy spaces of Martingales

35.Martingale analysis and its applicationin in iterative learning control

36.two of the most fundamental concepts in the theory of stochastic processes are markov property and Martingale property.

37.using the measure transformation and Martingale method, the price of the analytic form is obtained. 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.

39.option pricing by the backward stochastic differential equation method and the equivalent probability Martingale measure in the jump-diffusion model