numeraire(numeraire法语)
In this paper we give an exppcit representation of the growth optimal portfopo f...
In this paper we give an exppcit representation of the growth optimal portfopo f...
通常还被如下解释nd1 is also the ITM probably at expiry, but under the measure that uses...
1、2024年4月4日 在假定风险资产价格过程遵循几何Levy过程风险资产无红利支付期望收益率及收益波动率均为时间函数的情况下,利用鞅论的有关理论和方法并通...