【摘要】 文章根据金融数学理论 ,研究单时期框架下未定权益的定价问题。在完全市场下可以仅通过“无套利”的基本原则确定未定权益的唯一价格。在不完全市场下 ,存在未定权益的价格区间。给出了价格区间的性质、估计及其经济意义。更多还原

【Abstract】 According to the theory of financial mathematics, in this paper we study the problem of pricing the contingent claims. In complete markets, the unique pricing of the contingent claims can be determined only through the basic principle of “arbitragefree”. But in. incomplete markets, there exists a price range. The property and economical meaning of the price range are given.更多还原