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有摩擦的无套利定价理论进展评述
Review on the Progress for the No-arbitrage Theory of Capital Assetpricing Theory in Friction
【摘要】 以有摩擦的金融市场为背景,阐述了有摩擦的无套利定价理论研究近况,以及对目前无套利的研究进展作了较为简要的介绍并提供了在这一领域克服非线性困难的思路和方法.
【Abstract】 We take the finance market in friction as a background.We elaborated the encouraging result that the no-arbitrage theory of capital asset pricing theory in friction had obtained,as well as the research progress of the no-arbitrage theory of capital asset pricing theory in friction at present..
【关键词】 有摩擦无套利;
金融数学;
资本资产定价理论;
【Key words】 no-arbitrage in friction; mathematical finance; theory of capital asset pricing;
【Key words】 no-arbitrage in friction; mathematical finance; theory of capital asset pricing;
【基金】 重庆市运筹学与控制论重点实验室资助项目
- 【文献出处】 云南民族大学学报(自然科学版) ,Journal of Yunnan Nationalities University(Natural Sciences Edition) , 编辑部邮箱 ,2006年02期
- 【分类号】F830
- 【下载频次】392