We study dynamic measure of risk problem in incomplete market when stock appreciation rates are uncertainty. We also study a related stochastic game problem.
本文讨论不完全市场中股票收益率不确定时的动态风险度量问题和一个相关的随机对策问题。
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The paper also makes a detailed investigation and analysis of the recognition degree of the company's stimulation measure and finds that the stimulating measures are short-termed and incomplete.