real martingale

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• Real options valuation — Real options valuation, also often termed Real options analysis,[1] (ROV or ROA) applies option valuation techniques to capital budgeting decisions.[2] A real option itself, is the right but not the obligation to undertake some business decision; …   Wikipedia

• Martingale (probability theory) — For the martingale betting strategy , see martingale (betting system). Stopped Brownian motion is an example of a martingale. It can be used to model an even coin toss betting game with the possibility of bankruptcy. In probability theory, a… …   Wikipedia

• Real options analysis — In corporate finance, real options analysis or ROA applies put option and call option valuation techniques to capital budgeting decisions. [Campbell, R. Harvey. [http://faculty.fuqua.duke.edu/ charvey/Teaching/BA456 2002/Identifying real… …   Wikipedia

• Doob's martingale inequality — In mathematics, Doob s martingale inequality is a result in the study of stochastic processes. It gives a bound on the probability that a stochastic process exceeds any given value over a given interval of time. As the name suggests, the result… …   Wikipedia

• Hardy space — In complex analysis, the Hardy spaces (or Hardy classes) Hp are certain spaces of holomorphic functions on the unit disk or upper half plane. They were introduced by Frigyes Riesz (Riesz 1923), who named them after G. H. Hardy, because of the… …   Wikipedia

• probability theory — Math., Statistics. the theory of analyzing and making statements concerning the probability of the occurrence of uncertain events. Cf. probability (def. 4). [1830 40] * * * Branch of mathematics that deals with analysis of random events.… …   Universalium

• Algorithmically random sequence — Intuitively, an algorithmically random sequence (or random sequence) is an infinite sequence of binary digits that appears random to any algorithm. The definition applies equally well to sequences on any finite set of characters. Random sequences …   Wikipedia

• Resource bounded measure — Lutz s resource bounded measure is a generalisation of Lebesgue measure to complexity classes. It was originally developed by Jack Lutz. Just as Lebesgue measure gives a method to quantify the size of subsets of the Euclidean space R^n, resource… …   Wikipedia

• Wiener process — In mathematics, the Wiener process is a continuous time stochastic process named in honor of Norbert Wiener. It is often called Brownian motion, after Robert Brown. It is one of the best known Lévy processes (càdlàg stochastic processes with… …   Wikipedia

• Semimartingale — In probability theory, a real valued process X is called a semimartingale if it can be decomposed as the sum of a local martingale and an adapted finite variation process.Semimartingales are good integrators , forming the largest class of… …   Wikipedia

• Risk-neutral measure — In mathematical finance, a risk neutral measure, is a prototypical case of an equivalent martingale measure. It is heavily used in the pricing of financial derivatives due to the fundamental theorem of asset pricing, which implies that in a… …   Wikipedia