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dc.contributor.author杨靖三
dc.contributor.author李时银
dc.date.accessioned2017-11-14T02:50:35Z
dc.date.available2017-11-14T02:50:35Z
dc.date.issued2006-01-20
dc.identifier.citation数学的实践与认识,2006,(02):103-109
dc.identifier.issn1000-0984
dc.identifier.otherSSJS200602017
dc.identifier.urihttps://dspace.xmu.edu.cn/handle/2288/154661
dc.description.abstract研究在不完全信息情况下,代理人根据自己的风险偏好建立效用函数理论,在幂效用函数下寻找资产的均衡价格和无风险折现因子,并在此基础上给出幂效用函数理论下的均衡的欧式期权定价公式.
dc.description.abstractWe research the utility functions under incomplete information.And give the equilibrium assert price,interest rate and disfree discount function.Then the price formulars of Europe option under power utility theory was derived.
dc.language.isozh_CN
dc.subject不完全信息
dc.subject期望生命期效用
dc.subject均衡价格
dc.subject幂效用函数
dc.subjectincomplete information
dc.subjectexpected lifetime utility
dc.subjectequilibrium price
dc.subjectpower utility
dc.title幂效用函数理论下的欧式期权定价
dc.title.alternativeThe Price Formulars of Europe Option UnderPower Utility
dc.typeArticle


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