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。

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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。

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