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。
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