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具有锥限制的资产定价基本定理 被引量:1

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摘要 本文考虑了一种具有锥限制摩擦的金融市场模型,在这种模型下得到了市场无套利的等价条件。大多数的摩擦市场都适合这种模型,例如,卖空限制、凸锥限制、有交易成本、无借入、借入借出比率不同等等。
作者 易艳春
出处 《衡阳师范学院学报》 2004年第3期11-14,共4页 Journal of Hengyang Normal University
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