Finite horizon arbitrage-free security markets
文献类型：期刊论文
| 作者 | Zhang, SM; Wang, YY |
| 刊名 | ACTA MATHEMATICA SCIENTIA
 |
| 出版日期 | 1998 |
| 卷号 | 18期号:2页码:203-211 |
| 关键词 | Farkas-Minkowski's Lemma Stiemke's Lemma weakly arbitrage-free strictly arbitrage-free |
| ISSN号 | 0252-9602 |
| 英文摘要 | This paper studies the weakly and strictly arbitrage-free security markets. The authors extend the Farkas-Minkowski's Lemma and Stiemke's Lemma from two periods to finite periods and from finite-dimensional (Euclidean) space to locally convex topological space and separable Banach space, show weakly and strictly arbitrage-free security pricing theory, then obtain the conditional expectation form of weakly and strictly arbitrage-free security pricing formula. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000075068600011 |
| 出版者 | BALTZER SCI PUBL BV |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/13751]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 作者单位 | 1.Tsing Hua Univ, Sch Econ & Management, Beijing 100084, Peoples R China 2.Acad Sinica, Inst Syst Sci, Beijing 100080, Peoples R China |
| 推荐引用方式 GB/T 7714 | Zhang, SM,Wang, YY. Finite horizon arbitrage-free security markets[J]. ACTA MATHEMATICA SCIENTIA,1998,18(2):203-211. |
| APA | Zhang, SM,&Wang, YY.(1998).Finite horizon arbitrage-free security markets.ACTA MATHEMATICA SCIENTIA,18(2),203-211. |
| MLA | Zhang, SM,et al."Finite horizon arbitrage-free security markets".ACTA MATHEMATICA SCIENTIA 18.2(1998):203-211. |
入库方式： OAI收割
来源：数学与系统科学研究院
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