摘要
选取跨产业链套利中最成熟套利组合——大豆、豆粕和豆油之间的套利,从大豆压榨利润出发,基于无套利原理,推导了考虑压榨利润的两种大豆压榨套利模式的无套利条件。
The most mature cross-industrial chain spread is the crush spread among soybean, soybean meal and oil. Based on the no-arbitrage theory, the arbitrage free conditions of two crush spread models are de-rived by the crush profit.
出处
《青岛大学学报（自然科学版）》
CAS
2012年第3期84-87,共4页
Journal of Qingdao University(Natural Science Edition)
基金
国家自然科学基金资助项目(70971071)
