中文摘要：

基于股票期权定价熵模型,本文给出了一套平行于Black-Scholes期权定价模型（BS模型）的套期保值参数的定义及其计算公式,并与BS模型框架下的套期保值参数进行了相应的数值模拟比较与分析。结果表明：熵模型套期保值参数的灵敏度要大于BS模型,从而为不完全市场中衍生产品风险管理提供了一种新途径。

英文摘要：

On the basis of the entropy model of stock option pricing, the definitions and formulae of a series of hedging parameters are given following the Black-Scholes （BS） option pricing model, and the corresponding numerical simulation and analyses of the hedging parameters are compared with those obtained under the framework of the BS model of stock option pricing. The results show that the sensitivity degrees of the entropy model are larger than those of the BS model, and therefore provides a new method for the risk management of derivatives in an incomplete market.