differential pricing
英
美
- 差别定价
differential pricing的用法和样例:
例句
- This paper deals with the minimal entropy martingale measure and utility indifference pricing concerning a stochastic volatility model.
摘要本文研究了随机波动率模型的最小熵鞅测度和效用无差别定价。 - The classical dynamic programming approach leads to the partial differential equation that satisfies utility indifference pricing, and obtains the indifference hedging strategy.
利用动态规划方法,得到了效用无差别定价满足的偏微分方程以及效用无差别套期保值策略。