摘要
本文论述了市场完备性对衍生资产的无套利定价的重要性 ,从离散型和连续型两个方面分别给出了市场完备性的条件 ,同时也相应地给出了判别市场完备性的方法。
In this paper, the authors point out the importance of no-arbitrage theory for pricing the derivatives. Based on discrete-time and continuous-time formulation of the market model. We present the conditions of complete market. At the same time, provide the methods identifying market's completeness.
出处
《预测》
CSSCI
2002年第2期47-50,共4页
Forecasting
