搜索结果: 1-1 共查到“世界经济学 penalty”相关记录1条 . 查询时间(0.049 秒)
Convex pricing by a generalized entropy penalty
Convex pricing generalized entropy penalty
2010/12/17
In an incomplete Brownian-motion market setting, we propose a convex monotonic pricing functional for nonattainable bounded contingent claims which is compatible with prices for attainable claims. The...