排序方式: 共有2条查询结果,搜索用时 46 毫秒
1
1.
We develop an option pricing model based on a tug‐of‐war game. This two‐player zero‐sum stochastic differential game is formulated in the context of a multidimensional financial market. The issuer and the holder try to manipulate asset price processes in order to minimize and maximize the expected discounted reward. We prove that the game has a value and that the value function is the unique viscosity solution to a terminal value problem for a parabolic partial differential equation involving the nonlinear and completely degenerate infinity Laplace operator. 相似文献
2.
预应力锚索测力计安装情况分析 总被引:1,自引:1,他引:0
本文对预应力锚索测力计的安装情况进行分析,将锚索千斤顶张拉施工与测力计监测成果进行对比,为评价预应力锚索施工质量及测力计监测成果分析提供参考。 相似文献
1