the arbitrage pricing theory APT 资本资产套价理论
This paper summarizes the study on options pricing in view of quantum finance, such as the path integrals approach, the gauge theory of arbitrage, and the quantum model of binomial option pricing.
综述了新兴的量子金融理论在期权定价上的应用,包括量子力学路径积分方法和虚拟套利动态测量理论,以及二项式期权定价的量子模型。
In this paper, the arbitrage portfolio model is directly obtained based on the description of arbitrage Pricing Theory when there are arbitrage opportunities.
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。
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.
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。
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