简介：Binomialno-arbitragepricehaveamethodisthetraditionalapproachforderivativepricing,whichis,thecompletemodel,whichmakespossibletheperfectreplicationinthemarket.Riskneutralpricingisanappropriatemethodofassetpricinginacompletemarket.Wehavediscussedanincompletemarket,anon-transactionassetthatproducesincompletenessofthemarket.Aneffectivemethodofassetpricinginincompletemarketsistheundifferentiatedpricingmethod.ThistechniquewasfirstlyintroducedbyBernoulliin(1738)thesenseofgambling,lotteryandtheirexpectedreturn.Itisusedtocommandinvestors'preferencesandbetterreturnstheresultstheyexpect.Inaddition,wealsodiscusstheutilityfunction,whichisthecoreelementoftheundifferentiatedpricing.Wealsostudiedsomeimportantbehaviorpreferencesofagents,andinjectedexponentialeffectofriskaversioninthemodel,sothatthemodelwasnonlinearintheprocessofclaimsettlement.
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