| 有摩擦的无套利定价理论进展评述 |
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| 引用本文： | 谭英双. 有摩擦的无套利定价理论进展评述[J]. 云南民族大学学报(自然科学版), 2006, 15(2): 116-118 |
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| 作者姓名： | 谭英双 |
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| 作者单位： | 重庆师范大学,数学与计算机科学学院,重庆,400047 |
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| 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.
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| 关 键 词： | 有摩擦无套利 金融数学 资本资产定价理论 |
| 文章编号： | 1672-8513(2006)02-0116-03 |
| 修稿时间： | 2005-06-11 |
Review on the Progress for the No-arbitrage Theory of Capital Assetpricing Theory in Friction |
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| Tan Yingshuang. Review on the Progress for the No-arbitrage Theory of Capital Assetpricing Theory in Friction[J]. Journal of Yunnan Nationalities University:Natural Sciences Edition, 2006, 15(2): 116-118 |
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| Authors: | Tan Yingshuang |
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| 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.. |
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| Keywords: | no-arbitrage in friction mathematical finance theory of capital asset pricing |
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