We give a comparison of two no-arbitrage conditions for the fundamental theorem of asset pricing. The first condition is named as the no free lunch with vanishing risk condition and the second the no good deal conditi...We give a comparison of two no-arbitrage conditions for the fundamental theorem of asset pricing. The first condition is named as the no free lunch with vanishing risk condition and the second the no good deal condition. We aim to derive a relationship between these two conditions.展开更多
Up to January 9 2006, six volunteers who were vaccinated with bird flu virus have been in good condition over the past five days, according to a doctor in charge of the clinic test.
文摘We give a comparison of two no-arbitrage conditions for the fundamental theorem of asset pricing. The first condition is named as the no free lunch with vanishing risk condition and the second the no good deal condition. We aim to derive a relationship between these two conditions.
文摘Up to January 9 2006, six volunteers who were vaccinated with bird flu virus have been in good condition over the past five days, according to a doctor in charge of the clinic test.
