1.
Estimating of the Positions Ratio of Static Optimal Futures Spread;
静态最优期货价差套利头寸比例估计
2.
Study on Theory and Application of Commodity Futures Spread Trading;
商品期货价差套利投资决策理论与应用研究
3.
The difference in prices between the two markets was reduced by arbitrage.
套利活动使两个市场间的差价缩小。
4.
Research on Arbitrage Pricing Model Having Persistence in Variance;
具有方差持续性的套利定价模型研究
5.
The Analysis of Difference between the Prices of Chinese A&H Twins Stock on the Basis of Limited Arbitrage Theory;
基于有限套利的中国A、H孪生股票价格差异分析
6.
The Market Model of No-Arbitrage with Transaction and Ask-Bid Spreads;
有交易费和买卖价差的无套利市场模型
7.
c. Arbitrage Pricing Theory
c. 套利定价理论
8.
arbitrage: The purchase of securities on one market for immediate resale on another market in order to profit from a price discrepancy.
套利,套汇: 在一个市场上购买证券而在另一个市场上立即售出以从价差中获利。
9.
The purchase of securities on one market for immediate resale on another market in order to profit from a price discrepancy.
套利，套汇在一个市场上购买证券而在另一个市场上立即售出以从价差中获利
10.
someone who engages in arbitrage (who purchases securities in one market for immediate resale in another in the hope of profiting from the price differential).
从事套利交易的人（在一市场买了有价证券迅速到另一市场去卖希望从差价中获得利润）。
11.
Furthermore, because of the limited arbitrage, the short_term price deviation owing to imcomplete rational trading may not be corrected rapidly.
此外,由于存在"有限套利",因不完全理性交易行为引致的短期价格偏差可能得不到迅速纠正.
12.
Mean-variance Hedging under Stochastic Interests;
随机利率下的均值-方差最小套期保值
13.
Utility Indifference Pricing and Hedging in Heston Model
Heston模型的效用无差别定价和套期保值
14.
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
15.
How to Arbitrage with Stock Index Futures
如何以股价指数期货套利
16.
A Case Study of Multi-factor APT Model Used in Shenzhen Stock Market;
套利定价理论在深圳股市的实证研究
17.
An Empirical Investigation of APT Model Being Used in Shenzhen Stock Market;
套利定价理论在深圳股市的实证检验
18.
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