equilibrium pricing model

常见例句

We define the equilibrium concept and solve the equilibrium with CRRA utility function, and obtain a twofactors asset pricing model: tax factor and consumption factor.
我们求解了一个政府先行，私人跟随的均衡，得到了一个资产定价的双因子（总消费因子和税收因子）模型。
Despite that modern option pricing theory can give an accurate describe of the interest rate movement, no arbitrage model, the equilibrium model, the martingale model all have deficit.
尽管现代期权理论能对利率运动给出“精确”描述，然而，无论是无套利模式、均衡模式还是鞅模式，均存在一定的缺点。
By a two-country dynamic general equilibrium model that uses the theory of monopolistic competition and price rigidities, we have analyzed pricing modes and international monetary policies.
本文在融入垄断竞争和名义刚性的两国动态一般均衡模型中，分析了定价方式和国际货币政策设计问题。