随机动态规划的英文
stochastic dynamic programming
例句与用法
更多例句: 上一页 - As for the issues of non - traded assets , applying the approach of stochastic dynamic programming , and under the principle of no - arbitrage , we obtain optimal strategy to hedge the real option in discrete and continuous conditions . and to the problems of special distribution of underlying assets , this paper analyzes the price movement of the underlying assets from the arrival of information , the market efficiency and the market mechanism which decide the price
对实物资产的特殊价值分布问题,本文从决定资产价格的市场机制、信息到达方式及市场效率三方面来分析实物资产的价格变动特征;并重点研究当基本资产遵循纯跳跃poisson过程、跳跃扩散merton过程及均值回复过程时的实物期权定价问题,运用复制定价和随机动态规划方法,得到确定实物期权价值和风险对冲策略的偏微分方程。