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On the Pricing Problem of the Risk Assets Based on the Principle of Unallowable Essential Arbitrage

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摘要 Mostresultsofthetraditionalfinancetheorywerebasedontheprincipleofnoarbitrageopportunityexists.However,thisconditionissoweakthatitcanbeeasilysatisfied,thusweintroducetheprincipleofunallowableessentialarbitragetoreplacethetraditionalprincipleofnoarbitrageopportunityexistsasastandardforthefinancialmarketbeingperfect.

DOI lpd5pe3gj7/196095

作者 WeidongLuo

机构地区不详

出处《系统科学与信息学报：英文版》 2004年2期

关键词定价风险资产本质套汇金融市场

分类 [自然科学总论][系统科学]

出版日期 2004年02月12日（中国Betway体育网页登陆平台首次上网日期，不代表论文的发表时间）

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系统科学与信息学报：英文版

系统科学与信息学报：英文版

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