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Phase (amplitude) 于 (Sat May 5 21:43:32 2007) 提到:
How to prove W(t)^2-t is a martingale ?
I checked Shreve's book, but couldn't find this theorem.
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robertt (陈龙川) 于 (Sat May 5 21:44:37 2007) 提到:
Martingale representation theorem.
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theta (delta, gamma and vega) 于 (Sat May 5 21:55:40 2007) 提到:
P143.
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longtian (施主，小僧已经很久不烧香 |
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