调停
发表于 2025-3-21 17:22:13
书目名称Option Prices as Probabilities影响因子(影响力)<br> http://impactfactor.cn/if/?ISSN=BK0703373<br><br> <br><br>书目名称Option Prices as Probabilities影响因子(影响力)学科排名<br> http://impactfactor.cn/ifr/?ISSN=BK0703373<br><br> <br><br>书目名称Option Prices as Probabilities网络公开度<br> http://impactfactor.cn/at/?ISSN=BK0703373<br><br> <br><br>书目名称Option Prices as Probabilities网络公开度学科排名<br> http://impactfactor.cn/atr/?ISSN=BK0703373<br><br> <br><br>书目名称Option Prices as Probabilities被引频次<br> http://impactfactor.cn/tc/?ISSN=BK0703373<br><br> <br><br>书目名称Option Prices as Probabilities被引频次学科排名<br> http://impactfactor.cn/tcr/?ISSN=BK0703373<br><br> <br><br>书目名称Option Prices as Probabilities年度引用<br> http://impactfactor.cn/ii/?ISSN=BK0703373<br><br> <br><br>书目名称Option Prices as Probabilities年度引用学科排名<br> http://impactfactor.cn/iir/?ISSN=BK0703373<br><br> <br><br>书目名称Option Prices as Probabilities读者反馈<br> http://impactfactor.cn/5y/?ISSN=BK0703373<br><br> <br><br>书目名称Option Prices as Probabilities读者反馈学科排名<br> http://impactfactor.cn/5yr/?ISSN=BK0703373<br><br> <br><br>
微不足道
发表于 2025-3-21 23:07:41
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舰旗
发表于 2025-3-22 04:16:32
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Leisureliness
发表于 2025-3-22 06:39:58
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贸易
发表于 2025-3-22 09:19:33
Existence and Properties of Pseudo-Inverses for Bessel and Related Processes,ework, starting with the case of Bessel (and some related) processes. We show in particular that the tail probabilities of a Bessel process of index .≥1/2 increase with respect to time; in fact it is the distribution function of a random time which is related to first and last passage times of Besse
使隔离
发表于 2025-3-22 13:43:59
Existence of Pseudo-Inverses for Diffusions,We shall focus here on increasing pseudo-inverses, and we shall deal with two cases: . More precisely, we shall prove that, to a positive diffusion . starting from 0, we can associate another diffusion . such that the tail probabilities of . are the distribution functions of the last passage times o
Daily-Value
发表于 2025-3-22 19:09:33
Book 2010t? 0, P) - t t note a standard Brownian motion with B = 0, (F ,t? 0) being its natural ?ltra- 0 t t tion. Let E := exp B? ,t? 0 denote the exponential martingale associated t t 2 to (B ,t? 0). This martingale, also called geometric Brownian motion, is a model t to describe the evolution of prices of
Euphonious
发表于 2025-3-22 23:15:09
Book 2010p. of a European call, associated with this martingale. Let N be the cumulative distribution function of a reduced Gaussian variable: x 2 y 1 ? 2 ? N (x) := e dy. (0.3) 2? ?? The celebrated Black-Scholes formula gives an explicit expression of? (t) and K C (t) in terms ofN : K ? ? log(K) t log(K) t ? (t)= KN ? + ?N ? ? (0.4) K t 2 t 2 and ? ?
缺陷
发表于 2025-3-23 03:06:44
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渐强
发表于 2025-3-23 06:39:11
Study of Last Passage Times up to a Finite Horizon,the ℱ.-measurable random time: . and write the analogues of formulae (1.20) and (1.21) for these times .. This will lead us to the interesting notion of past-future martingales, which we shall study in details in Section 5.2.