| 有限不可获得或有权益当前价格已知情况下鞅表示定理的形式 |
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| 引用本文： | 刘玉琴,戴金辉,隋聪.有限不可获得或有权益当前价格已知情况下鞅表示定理的形式[J].辽宁大学学报(自然科学版),2005,32(3):284-286. |
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| 作者姓名： | 刘玉琴 戴金辉 隋聪 |
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| 作者单位： | 1. 辽宁大学,数学系,辽宁,沈阳,110036
2. 山东工商学院,统计学院,山东,烟台,264005 |
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| 摘 要： | 利用不完备市场中有限个当前价格已知的不可获得或有权益来增加投资者投资机会，从而改进鞅表示定理的形式，达到减小内部风险的目的．
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| 关 键 词： | 或有权益 不完备市场 鞅表示定理 |
| 文章编号： | 1000-5846（2005）03-0284-03 |
| 收稿时间： | 2004-11-12 |
| 修稿时间： | 2004-11-12 |
The Expression of Martingale Representation Theorem When Some Non-attainable Contingent Claims' Present Prices are Known |
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| Liu Yu-qin,DAI Jin-hui,SUI Cong.The Expression of Martingale Representation Theorem When Some Non-attainable Contingent Claims'''' Present Prices are Known[J].Journal of Liaoning University(Natural Sciences Edition),2005,32(3):284-286. |
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| Authors: | Liu Yu-qin DAI Jin-hui SUI Cong |
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| Abstract: | Based on some non -attainable contingent claims which present prices are known in the incomplete markets, the paper provides more investment opportunities to the investers, then modifies the expression of martingale representation theorem, so that the inner risk is reduced. |
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| Keywords: | non - attainable contingent claims incomplete markets Martingale Representation Theorem |
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