基差交易是进口商经常采取的定价和套期保值策略。它是指进口商用期货市场价格来固定现货交易价格，从而将转售价格波动风险转移出去的一种套期保值策略。
期货市场和现货市场之间的基差交易是一种十分重要的套期保值方式。
Dealing with future basis between future market and spot market is an important method to hedge price risk.
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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