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.
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 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.
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