摘要
对连续时间资本资产定价理论的研究内容、方法和结果作了初步的介绍，并对这一领域中存在的问题及最新研究方向进行了简单的综合评述。
A brief introduction to the content, methods and results of the capital assets pricing theory in continuous time setting is presented in the paper, and the open problems as well as future trend of the area are also reviewed.
出处
《系统工程理论与实践》
EI
CSCD
北大核心
1998年第5期29-33,共5页
Systems Engineering-Theory & Practice
基金
中国博士后科学基金
关键词
金融工程
金融数学
资本资产定价
随机过程
中国
financial engineering
mathematical finance
capital assets pricing
stochastic process
martingale
