记账单位 meaning in English
u.a. unit of account
Examples
- To begin with , we point changes of martingale measures can be replaced by the choice of numeriare , and improve the price process of the replicatable contingent claims is independent of the changes of numeriare , for a market under semimartingale model . and , we give the valuation of the options in a stochastic interest rate model , by choosing a special numeriare
首先,在半鞅模型下讨论公平市场中期权定价和记帐单位的选择之间的关系,得到等价鞅测度的变换可以通过记账单位的选择来代替以及期权定价与记帐单位选择无关的结论,并将结果应用于随机利率模型中的期权定价