连续时间金融
- 网络Continuous Time Finance;Continuous-Time Finance
连续时间金融-
随机理论在连续时间金融市场模型中的应用
Stochastic theory applied in continuous time finance market modeling
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连续时间金融框架下证券市场跳跃模型研究
The Research of Jump Models in Equity Market under the Framework of Continuous-time Finance
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考虑连续时间金融市场的投资组合选择问题。
A portfolio selection problem in the continuous-time financial market is considered in this paper .
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本文遵循金融工程的思想，利用马尔可夫链蒙特卡罗模拟对部分连续时间金融资产定价模型做了参数估计的必要步骤的论述。
Based on the financial engineering theory and with the method of MCMC , this paper discussed the necessary steps in parameter evaluation of some continuous-time financial asset pricing models .
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连续时间模型在金融领域中具有广泛的应用。
The continuous-time models can be applied a lot when studying finance .