摘要
运用均衡思想讨论了期权定价及商品均衡价格的确定．首先研究了存在交易费用的二项模型，进而讨论了存在交易费用的二项模型。
In this ppaper we discuss the application of the theory of equililbrium in option pricing. First we consider binomial model with no transaction costs, then with transaction costs. Finally we discuss the application in pricing spot commodity.
出处
《中南民族学院学报（自然科学版）》
1997年第2期69-74,共6页
Journal of South-Central University for Nationalities(Natural Sciences)
关键词
期权
均衡
交易费用
定价理论
证关组合
option
binomial model
equilibrium
transaction costs
utility function
