利用单期金融市场模型研究了非完全市场衍生资产定价问题。
This paper studies the pricing problem of derivatives in incomplete markets with a single period financial market model.
建立了加权的不完全金融市场模型，证明了此模型均衡的存在性。
Establish the economical model of weight incomplete real asset markets and prove the existence of the equilibrium.
在连续时间金融市场模型的研究中，随机理论和方法已成为重要的研究手段之一。
In the study of continuous time finance market modeling, the theory and methods of stochastics have been one of important research tools.
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