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STOCHASTIC

于 2010-11-25 发布 文件大小:3121KB
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  相信大家已经注意到了,伴随着微观金融理论的发展,以随机分析为核心的数学理论 也在同步发展,并不断为金融学家们所吸收和运用,它们交织在一起,密不可分又相映生 辉②。它们相映生辉倒不要紧,但就给研究者带来了很多困难:由于微观金融学研究重点的 特殊性和复杂性(不确定性和动态性),注定以随机分析作为其主要数学工具,这无形中提 高了这一学科的门槛③。

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