| 单期可数无限态金融市场的渐近套利、均衡价格测度和估值 |
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| 引用本文： | 毛二万,宋逢明.单期可数无限态金融市场的渐近套利、均衡价格测度和估值[J].曲阜师范大学学报,2000,26(4):1-4. |
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| 作者姓名： | 毛二万 宋逢明 |
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| 作者单位： | 清华大学经济管理学院!100084，北京市，清华大学经济管理学院!100084，北京市 |
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| 基金项目： | 国家自然科学基金项目!( 79790 13 0 )，博士后基金资助 |
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| 摘 要： | 给出了单期可数无限态金融市场的渐近套利概念，得到了它与均衡价格测存在性的等价关系，同时证明了它们与均衡价格系统之间的一致性，给出了未定债权的估价公式；这些结果推广了单期有限态时的相应结果。
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| 关 键 词： | 渐近套利 均衡价格测度 债权估价 金融市场 |
APPROXIMATE ARBITRAGE, MEASURE OF EQUILIBRIUM PRICE AND VALUATION OF ONE-PERIOD FINANCIAL MARKETS WITH COUNTABLE INFINITE STATES |
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| MAO Er-wan,SONG Feng-ming.APPROXIMATE ARBITRAGE, MEASURE OF EQUILIBRIUM PRICE AND VALUATION OF ONE-PERIOD FINANCIAL MARKETS WITH COUNTABLE INFINITE STATES[J].Journal of Qufu Normal University(Natural Science),2000,26(4):1-4. |
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| Authors: | MAO Er-wan SONG Feng-ming |
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| Abstract: | Gives a definition of approximate arbitrage of one-period financial markets with countable infinite states, and obtains the equivalent relations between it and the existence of measure of equilibrium price and that between them and system of equilibrium price. Gives a valuation formula of contingent claims. This result extends it of one_period financial markets with finite states. |
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| Keywords: | approximate arbitrage measure of equilibrium price valuation of contingent claims system of equilibrium price |
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