结果：找到“Girsanov theorem”相关内容5个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
求助Applications of the Girsanov theorem for multivariate fractional Brownian mo
2 个回复 - 691 次查看 【作者(必填)】Monika Camfrlová (Department of Probability and Mathematical Statistics, Faculty of Mathematics and Physics, Charles University, Prague, Czech Republic)Petr Čoupek (Department of P ...2021-6-11 10:15 - 地下爆菊 - 求助成功区
2 个回复 - 691 次查看 【作者(必填)】Monika Camfrlová (Department of Probability and Mathematical Statistics, Faculty of Mathematics and Physics, Charles University, Prague, Czech Republic)Petr Čoupek (Department of P ...2021-6-11 10:15 - 地下爆菊 - 求助成功区
国外论文：Girsanov Theorem for Anticipative Shifts on Poisson Space
0 个回复 - 2400 次查看 测度转换的一个应用；Girsanov Theorem for Anticipative Shifts on Poisson Space2007-4-28 12:03 - miumiu001982 - 金融学（理论版）
0 个回复 - 2400 次查看 测度转换的一个应用；Girsanov Theorem for Anticipative Shifts on Poisson Space2007-4-28 12:03 - miumiu001982 - 金融学（理论版）
求教一个关于girsanov theorem的问题
8 个回复 - 7252 次查看 Asian option written on a stock with risk neutral dynamics St=S0*exp (σBt-0.5tσ^2), how to do some experiments on variance reduction of its delta by changing the drift of the Brownian motion via gi ...2010-5-20 17:59 - wuminjin123 - 金融工程（数量金融）与金融衍生品
8 个回复 - 7252 次查看 Asian option written on a stock with risk neutral dynamics St=S0*exp (σBt-0.5tσ^2), how to do some experiments on variance reduction of its delta by changing the drift of the Brownian motion via gi ...2010-5-20 17:59 - wuminjin123 - 金融工程（数量金融）与金融衍生品
求教一个问题关于girsanov theorem
2 个回复 - 2559 次查看 这个是问题 stock price的risk neutral dynamics 要如何去理解 changing drift to reduce variance of delta and how to implement this process, many thanks!2010-5-20 04:11 - wuminjin123 - 金融工程（数量金融）与金融衍生品
2 个回复 - 2559 次查看 这个是问题 stock price的risk neutral dynamics 要如何去理解 changing drift to reduce variance of delta and how to implement this process, many thanks!2010-5-20 04:11 - wuminjin123 - 金融工程（数量金融）与金融衍生品
