In this paper,we consider the problem of hedging Game Contingent Claims(GCC) with constrainged portfolios under proportional transaction costs in the continuous-time market.
本文主要对连续市场模型中具交易费用和限制投资组合的博弈未定权益的保值问题进行了研究,给出了买卖双方的保值价格和一个无套利区间。
The aim of this paper is to address contingent claim hedging and pricing in an incomplete market using an indifference argument.
应用无差异方法研究不完全市场中或有权益的保值和定价问题,并证明了或有权益的价格不仅依赖于或有权益的不可复制部分,而且受利率风险的影响。
Combined with state owned enterprises reform the problems of maintain value and increment of state-owned property is discussed.
结合我国国有企业改革的实际 ,对国有资产保值增值问题进行了探讨。
The paper analyzes the reasons why bad asset came into being in the railway transportation enterprises and proposesmeasures for eliminating bad asset in the railway transportation enterprise and guaranteeing the value retaining and incrementof the state-owned assets.
分析铁路运输企业存在的大量不良资产形成的原因,指出净化铁路运输企业不良资产、确保国有资产保值增值的途径。
Through encouragement and obligation to enterprise managers, it canassure the value preservation and increment for state-owned asset.
在分析公司制企业治理结构现状及存在问题的基础上,提出了国有企业通过改革,建立股东、债权人、经营者、员工等利益相关者多方合作的企业治理结构的目标模式,通过对企业经营者的激励与约束,确保国有资产保值增值。
The demand of preserving and appreciating state-owned capital value asks for the establishment of the conception of value preservation and increment of state-owned capitals, as well as a sound management, supervision and operating mechanism of the state-owned capitals.
为了有效地实现国有资本的保值、增值,必须树立国有资本保值增值的观念,进一步完善国有资本的管理、监督和营运机制,加强国有企业内部管理,确保成本的足额补偿。
hedge Buying
买进保值期货,买期保值
hedge selling
卖出保值期货,卖期保值
cash surrender value of life insurance
人寿保险的现金退保值
one is hedging for keeping the value of the currency,
一是保值，保持货币的价值，
The value of the Pension is preserved and increased only by investment.
养老保险金只有投资才能增值保值。
Once Hedge Strategy,Dual Hedge Strategy and Contribution Rate;
一重套期保值、二重套期保值和贡献率
surrender value
保险单的退保值，退保金额
Gold and silver jewellery is permanently inflation-proofed in value.
金银珠宝，永久保值。
accelerated recall [MOV]
加速回收(货币)[保值]
Undertake to ensure the maintenance and increment of the value of the social insurance fund.
并负有使社会保险基金保值增值的责任。
Discussion on the Operation, Valuation and Appreciation of Chinese Social Security Funds;
我国社保基金运转状况及其保值增值问题探讨
Approach to preserve and increase values of rural social endowment insurance funds;
农村社会养老保险基金的保值增值途径研究
Strenthening the Management of National Asset,Ensuring Keeping and Increasing Its Value;
加强国有资产管理 保证国有资产保值增值
The investigation of the channels on maintaining and appreciating for the insurance fund and pension in China;
我国养老保险基金保值增值途径的探索
insurance value
保险价值保险额保险值
agreed (insured) value
约定保险价值，约定价值
stipulated loss value
约定损失价值，保险价值
cash surrender value
退保现金值,退保金