utility indifference curve 效用无异曲线
utility indifference pricing 效用无差别定价
utility indifference hedging 效用无差别套期保值策略
indifference utility 无差别效用
Utility and Indifference Curve 等优曲线与功用
indifference utility band 无差异效用区间
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。
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。
In the terminology of the next section, these three utility functions would have identical indifference curves even though they attach different Numbers to the curves.
如果以下一节的术语来表述,则是三个效用函数具有同样的无差异曲线,尽管它们为各曲线标上了不同的效用值。
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