实证过程中是否可以不使用资产定价模型，进而回避联合检验，金融中的核心理论——套利成为解决该问题的突破口。
Whether we can not use capital pricing model, then avoid joint hypothesis in the empirical process, arbitrage the kernel of finance theory becomes the breach of the problem.
运用广义网络流模型和线性规划对偶理论，提出了一种金融产品的套利定价方法。
An arbitrage pricing method for financial products in terms of generalized network model and duality theory of linear program is presented.
本文根据套利定价理论的基本描述，直接得到存在套利机会的情况下求解套利组合的模型。
In this paper, the arbitrage portfolio model is directly obtained based on the description of arbitrage Pricing Theory when there are arbitrage opportunities.
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