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keku2000 (呵呵) 于 (Wed May 28 11:39:39 2008) 提到:
除了按照定义硬算
还有什么快的办法么
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hucat307 (阿猫) 于 (Wed May 28 11:55:44 2008) 提到:
the dynamic has dt term.
or use the fact x^3 is a convex function
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qos (CTer) 于 (Wed May 28 16:15:22 2008) 提到:
x^3 is not convex.
One can use Ito's formula, or one can check directly by the definition of
martingale.
