本文研究了随机波动率模型的最小熵鞅测度和效用无差别定价。

This paper deals with the minimal entropy martingale measure and utility indifference pricing concerning a stochastic volatility model.

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利用这一新的准则，确定了鞅测度，提供了存在惟一最小对称熵鞅测度的充分条件。

Then by the new rule, a martingale measure was found, and sufficient conditions for the existence of a unique equivalent martingale measure that minimizes the symmetric entropy was given.

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利用这一新的准则，确定了鞅测度，提供了存在惟一最小对称熵鞅测度的充分条件。

Then by the new rule, a martingale measure was found, and sufficient conditions for the existence of a unique equivalent martingale measure that minimizes the symmetric entropy was given.

youdao