状态证券

在定义ε-套期保值策略的基础上，采用线性规划对偶原理和鞅测度理论，给出了有限（状态）证券市场资本资产的卖方套利价格和买方套利价格的计算方法。

By defining ε - hedging strategy , applying duality principle of linear programming and martingale measure theory , we present a kind of calculation method for the seller 's arbitrage price and the buyer 's arbitrage price of capital asset in finite ( state ) security market .

传统投资基金业绩评估方法通常依赖市场有效，但其有效状态在现实证券市场中难以达到，进而给它们的直接应用带来一定困难。

The traditional evaluation methods usually depend on the market effectiveness , but it is not easy to achieve in bond market .

当沪深股市以一波小幅上扬为2008年的交易拉开序幕时，大概没人能预见到这一年将以这样一种状态留在中国证券发展史上。

At the beginning of2008 , when Shanghai and Shenzhen stock markets started with slight surge , possibly nobody foresaw the markets would put down this sort record on Chinese securities'history .

基于H∞状态反馈控制的证券组合投资策略

The strategy of Portfolio Investment Based on H_ ∞ Control with State Feedback

依赖于2个状态变量的衍生证券的数值解法

The numerical solution of derivative security depend on two state variables

随机区间既能够反映市场未来表现状态的不确定（随机性），又能够涵盖每个未来状态下证券价格表现的可能范围（区间性）。

Random interval not only reflects the uncertainty of future market state , but also covers the possible range of the security price under each future state .