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A comparison of two no-arbitrage conditions 被引量:1
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作者 Miao WANG Jiang-Lun WU 《Frontiers of Mathematics in China》 SCIE CSCD 2014年第4期929-946,共18页
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
关键词 No free lunch with vanishing risk condition no good deal condition extension theorem fundamental theorem equivalent martingale measures
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