| 摘要 | 第1-6页 |
| Abstract | 第6-7页 |
| 前言 | 第7-19页 |
| Chapter 1 Pricing Options on Stocks under General Geometric Riemannian Brownian Motions | 第19-35页 |
| ·Introduction | 第19-21页 |
| ·An Elementary Introduction to Stochastic Differential Geometry | 第21-23页 |
| ·Some Concrete Stochastic Analyses on (M, (?)) | 第23-25页 |
| ·An Elementary Introduction to Option Pricing | 第25-26页 |
| ·Pricing Options on Stocks under Geometric Riemannian Brownian Motions | 第26-30页 |
| ·A Choice of Riemannian Metric on R | 第30-32页 |
| ·Conclusions | 第32-35页 |
| Chapter 2 Asset Price Bubbles from Heterogeneous Beliefs | 第35-53页 |
| ·Introduction | 第35-36页 |
| ·The CIR Dividend Model | 第36-38页 |
| ·A Limit Characterization of the Minimal Equilibrium Price | 第38-39页 |
| ·An Equilibrium Price and Its Some Properties | 第39-42页 |
| ·An Explicit Formula for the Minimal Equilibrium Price | 第42-45页 |
| ·Conclusions | 第45-48页 |
| ·Appendix A:Viscosity Solutions | 第48-49页 |
| ·Appendix B:Vasicek Dividends | 第49-53页 |
| Chapter 3 Entry and Exit Decisions with Linear Costs under Uncertainty | 第53-81页 |
| ·Introduction | 第53-56页 |
| ·An Elementary Introduction to Optimal Stopping Problems | 第56-57页 |
| ·The Model | 第57-58页 |
| ·An Optimal Exit Time | 第58-66页 |
| ·An Optimal Entry and Exit Decision | 第66-79页 |
| ·Conclusions | 第79-81页 |
| Chapter 4 The Equivalence of Dynamic and Static Asset Allocations | 第81-93页 |
| ·Introduction | 第81-83页 |
| ·An Elementary Introduction to Option Pricing | 第83-84页 |
| ·Pricing European Options on a Risk Asset Whose Price Process Is Driven by a Poisson Process | 第84-87页 |
| ·Characterizing the Optimal Final Time Wealth | 第87-89页 |
| ·Conditions for the Equivalence | 第89-91页 |
| ·Conclusions | 第91-93页 |
| Bibliography | 第93-99页 |
| 致谢 | 第99-101页 |
| 个人简历和已完成的论文 | 第101页 |
