然而，没有哪种模式或对冲避险策略是通过此事，认为这是完全套期保值比率会随时间而改变。
However, no matter which kind of hedge model or hedge strategy is adopted, it is totally considered that hedge ratio will vary with time.
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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