摘要
以有摩擦的金融市场为背景,阐述了有摩擦的无套利定价理论研究近况,以及对目前无套利的研究进展作了较为简要的介绍并提供了在这一领域克服非线性困难的思路和方法.
We take the finance market in friction as a background. We elaborated the encouraging result that the no-arbitrage theory of capital asset pricing theory in friction had obtained, as well as the research progress of the no-arbitrage theory of capital asset pricing theory in friction at present.
出处
《云南民族大学学报（自然科学版）》
CAS
2006年第2期116-118,共3页
Journal of Yunnan Minzu University:Natural Sciences Edition
基金
重庆市运筹学与控制论重点实验室资助项目
关键词
有摩擦无套利
金融数学
资本资产定价理论
no-arbitrage in friction
mathematical finance
theory of capital asset pricing
