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5. No-Arbitrage Principle in Hybrid Financial Market

No-Arbitrage Principle in Hybrid Financial Market

来源 :第三届中国智能计算大会 | 被引量 : 0次 | 上传用户：sws1274

【摘 要】

：

In this paper,we present a multidimensional model describing the hybrid financial market.The definition of no-arbitrage,No-arbitrage theorem and determinant theorem of no-arbitrage are given based on

【作 者】

：

Juncheng Lu Jizhou Zhang 

【机 构】

：

College of Mathematics & Sciences,Shanghai Normal University,Shanghai,China 200234

【出 处】

：

第三届中国智能计算大会

【发表日期】

：

2009年6期

【关键词】

：

Hybrid process no-arbitrage stock model 

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In this paper,we present a multidimensional model describing the hybrid financial market.The definition of no-arbitrage,No-arbitrage theorem and determinant theorem of no-arbitrage are given based on chance theory.

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