Under the market conditions supposed in Black-Scholes model and assumption that an investment object is a European call option,in this paper an investment-consumption problem is investigated. A utility maximization model is constructed.
英
美
- 本文在Black-Scholes模型假設的市場(chǎng)條件下,假定投資者的投資對象中含有一個(gè)歐式看漲期權,討論了在該情形下投資者如何進(jìn)行投資和消費的問(wèn)題。
