differential pricing的用法和樣例:
例句
- This paper deals with the minimal entropy martingale measure and utility indifference pricing concerning a stochastic volatility model.
摘要本文研究了隨機波動率模型的最小熵鞅測度和效用無差別定價。 - The classical dynamic programming approach leads to the partial differential equation that satisfies utility indifference pricing, and obtains the indifference hedging strategy.
利用動態規劃方法,得到了效用無差別定價滿足的偏微分方程以及效用無差別套期保值策略。