摘要
以投资者过度自信心态与心理学研究为基础,突破传统理论的桎梏,引入决策权重函数π(p),建立基于风险中性世界的欧式期权定价模型.与传统的欧式期权定价模型相比,行为金融学模型更接近于市场实际情况.
As the development of the behavioral financial theory, many irrational reasons have been considered in financial model. In this paper, based on the psychology researches, we import the decision weight function to set up the European style option pricing model in risk neutral world.
出处
《广州大学学报（自然科学版）》
CAS
2006年第2期17-20,共4页
Journal of Guangzhou University:Natural Science Edition
关键词
行为金融
价值函数
决策权重函数
behavioral finance
value function
decision weighting function
