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不确定性决策中的时间价值

2002-10-15分类号:F224

【作者】李腊生
【部门】天津财经学院统计学系
【摘要】In the existing investment decision\|making analyses, the pricing of time of capital is always done in certain condition. But in practice, the problem of investment decision\|making people face is always in uncertain condition. The paper tells us how to measure the value of time in such uncertain condition.
【关键词】状态空间  期望收益  最优行动  时间价值
【基金】
【所属期刊栏目】统计研究
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