stochastic dominance 中文意思是什麼

stochastic dominance 解釋
隨機支配
  • stochastic : adj. 1. 機會的;有可能性的;隨便的。2. 【數學】隨機的。
  • dominance : n. 1. 權勢;統治,控制,支配。2. 優勢,優越。3. 【生物學】顯性,優勢度。
  1. The application of third degree stochastic dominance rule in a security selection

    三階隨機占優準則在證券選擇中的應用
  2. Equivalence analysis of two stochastic dominance risk order

    兩類隨機控制風險序的等價性分析
  3. Study work mainly is : part one, look back and look ahead the financial development history and present situation that derives market and the futuristic tendency, summarize domestic and international theory and method about venture capital investment, discuss establishment and develop the financial necessariness and important meaning of our country that derives market ; part two, establishthe relation between investment risk and the radom expectation effectiveness of investor ? verage stochastic dominance of asset profit ; part three, covari - ance matrix in mean - variance model is analysed with sensitivity analysis and fuzzy analysis ; part four, have looked back the concept of option, the price relation of option and black - scholes option price formula, have put forward option price formula of the discounted value of option present value ; part five, have looked back the financial concept and its classfication that financial derivatives risk, have summarized financial risk management theory, measured and assessed methods of financial derivatives risk

    主要研究工作為:第一章,回顧和展望金融衍生市場的發展歷史、現狀和未來,綜述國內外關于風險投資的理論與方法,論述建立和發展我國金融衍生市場的必要性及重要意義;第二章,建立投資者的隨機期望效用與投資風險之間的關系? ?平均隨機占優;第三章,均值方差模型協方差矩陣的靈敏度分析與模糊分析;第四章,回顧了期權的概念、期權的價格關系和black - scholes期權定價公式,提出了歐式看漲期權價格的折現值所滿足的微分方程;第五章,回顧了金融衍生品風險的概念及其分類,總結了金融衍生品的風險管理理論和金融衍生品風險計量和評估方法。
  4. Next, this paper presents the theoretical foundation of k expected shortest path, which justifie s the algorithm ( k - esp, k - pfsd algorithm ), based on a weaker stochastic consistency condition and stochastic dominance

    基於隨機一致性假設和隨機優勢的概念給出了k期望最短路徑問題的理論基礎和演算法( kesp 、 kpfsd演算法) ,並證明了演算法的正確性。
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