Strategy Equilibrium Pricing Model 博弈均衡定价模型
This paper puts forward a Tariffbased Interconnection Pricing rule (TIPR) different from the rule in DT's model, and analyzes the competitive equilibrium within LRT framework.
本文提出了不同于dt模型的基于资费的结算规则,并利用LRT模型框架分析了该结算规则。
It analyzes the game equilibrium in pricing mechanism with informational asymmetries between investors and financial intermediaries through a signalling game model.
通过信号传递博弈模型,分析不完全信息下金融中介和投资者定价博弈的均衡。
Despite that modern option pricing theory can give an accurate describe of the interest rate movement, no arbitrage model, the equilibrium model, the martingale model all have deficit.
尽管现代期权理论能对利率运动给出“精确”描述,然而,无论是无套利模式、均衡模式还是鞅模式,均存在一定的缺点。
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