1.
THE NO-ARBITRAGE PRICING INTERVAL OF CONTINGENT CLAIMS UNDER TRANSACTION COSTS;
有交易费的未定权益无套利定价区间
2.
Research on the model of non-arbitrage fixing price of the agreement on stock index futures;
股指期货合约的无套利定价模型研究
3.
A Study on the Completeness of Arbitrage Pricing Theory
对无套利定价理论中的完备性问题的研究
4.
Hedging price of no-arbitrage contingent claims under transaction costs;
有交易费的未定权益无套利套期保值定价
5.
c. Arbitrage Pricing Theory
c. 套利定价理论
6.
Research on the Pricing of Interest Rate Derivatives Based on No-arbitrage Model
基于无套利模型的利率衍生产品定价研究
7.
Pricing method and arbitrage-free price interval for contingent claims;
或有要求权的定价方法及无套利价格区间
8.
Binomial Option Pricing Function on the Arbitrage-Free Condition
在无套利条件约束下的二项式期权定价公式
9.
CAPM can be obtained by using non-arbitrage approaches.
资本资产定价模型可以用无套利方法得到。
10.
Analysis and application of principle "No-Arbitrage Equilibrium" in pricing;
浅析无套利均衡分析原理及其在定价中的应用
11.
No-Arbitrage Asset-Pricing in Frictional Multi-period Securities Markets;
有摩擦多期证券市场中的无套利资产定价
12.
The relationship between no - arbitrage equilibrium and risk - neutral supposition in fixing a price of options;
无套利均衡与风险中性假设在期权定价中的等价性
13.
Finally the valuation of the insurance surrender option is made with no-arbitrage theory.
最后运用无套利分析方法对保单退保期权进行了定价。
14.
ON THE CONSISTENCY OF OPTION PRICING MODEL BASED ON NO-ARBITRAGE ANALYSIS WITH A GENERAL EQUILIBRIUM FRAMEWORK;
无套利期权定价模型在一般均衡框架下的一致性研究
15.
A STUDY ON THE PROPERTY OF BINOMIAL TREE OPTION PRICING MODEL IN THE NO-ARBITRAGE MARKET;
关于无套利市场的二叉树期权定价模型性质的讨论
16.
Strong No-arbitrage Analysis of Asset Pricing with Cone Constraints Based on a Friction Compicates Financial Market
复杂摩擦市场中具有锥限制的资产定价的强无套利分析
17.
Utility Indifference Pricing and Hedging in Heston Model
Heston模型的效用无差别定价和套期保值
18.
On the Application Comparison between Capital Assets Price Model ( CAPM) and Arbitrage Price Theories (APT);
资产定价模型与套利定价模型的应用比较