翻訳と辞書 Words near each other ・ Consistency (knowledge bases) ・ Consistency (negotiation) ・ Consistency (statistics) ・ Consistency (suspension) ・ Consistency criterion ・ Consistency model ・ Consistency Theory ・ Consistent and inconsistent equations ・ Consistent estimator ・ Consistent hashing ・ Consistent heuristic ・ Consistent histories ・ Consistent life ethic ・ Consistent Network Device Naming ・ Consistent Overhead Byte Stuffing ・ Consistent pricing process ・ Consistori de Barcelona ・ Consistori del Gay Saber ・ Consistory ・ Consistory (Judaism) ・ Consistory (Protestantism) ・ Consistory court ・ Consociationalism ・ Consol ・ Consol (bond) ・ Consol Energy ・ Consol Energy Center ・ Consol Energy Mine Map Preservation Project ・ Consol Energy Park ・ Consol Homes Orphan Care Dictionary Lists mini英和辞書 mini和英辞書 Webster 1913 Latin-English FOLDOC Wikipedia English ウィキペディア

翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Consistent pricing process ： ウィキペディア英語版 Consistent pricing process A consistent pricing process (CPP) is any representation of (frictionless) "prices" of assets in a market. It is a stochastic process in a filtered probability space $(\backslash Omega,\backslash mathcal,\backslash \_^T,P)$ such that at time $t$ the $i^$ component can be thought of as a price for the $i^$ asset. Mathematically, a CPP $Z\; =\; (Z\_t)\_^T$ in a market with d-assets is an adapted process in $\backslash mathbb^d$ if ''Z'' is a martingale with respect to the physical probability measure $P$, and if $Z\_t\; \backslash in\; K\_t^+\; \backslash backslash\; \backslash$ at all times $t$ such that $K\_t$ is the solvency cone for the market at time $t$. The CPP plays the role of an equivalent martingale measure in markets with transaction costs. In particular, there exists a 1-to-1 correspondence between the CPP $Z$ and the EMM $Q$. ==References== 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Consistent pricing process」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.