本文研究了带基差风险和交易费用的不完全市场中的权证定价与避险策略的建构问题。
In this thesis, the pricing and hedging in incomplete markets with transaction cost and basis risk are examined.
本文研究了带基差风险和交易费用的不完全市场中的权证定价与避险策略的建构问题。
In this thesis, the pricing and hedging in incomplete markets with transaction cost and basis risk are examined.
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