This paper is devoted to the capital asset pricing in incomplete financial market, focused on the utility indifference pricing, therefore, the purpose of this paper become more significant.
本文致力于不完备金融市场的资产定价研究，重点研究效用无差别定价，因此，本文的研究意义显得更加突出。
This paper deals with the minimal entropy martingale measure and utility indifference pricing concerning a stochastic volatility model.
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。
Afterward, a pricing model allowing for water quality difference is founded by applying the utility function, which contains quality preference parameters.
然后通过引入包含质量偏好参数的效用函数，进而建立了考虑水质差异的再生水自主定价模型。
The deposit insurance pricing is a topic which has strong features of practicality and utility.
存款保险定价是一个具有很强实践性和应用性的课题。
Aiming at stop loss reinsurance, this paper derives optimal pricing model of reinsurance on the basis of total claim amount using mean-variance premium principle and utility theory.
停止损失再保险作为一种再保险方式，在具有相同保费的前提下，能使保险人的期望效用最大，并能使其自留风险方差最小。
This paper establishes a user's willing-to-pay model for pricing road based on risk utility function, which is an application of information economics analysis and risk decision theory.
本文根据不确定性条件下的信息经济分析原理，建立了基于风险效用函数的收费道路使用者支付意愿模型。
At last an example is made to illustrating the pricing method based on utility theory.
最后运用一个案例，说明基于期望效用理论的企业并购定价的方法的应用过程。
At last an example is made to illustrating the pricing method based on utility theory.
最后运用一个案例，说明基于期望效用理论的企业并购定价的方法的应用过程。
应用推荐