• 平价定理 - 引用次数：2

  . Further the multi-dimensional cointegration test the put-call parity theorem and discovered the put-call parity theorem serious not to be untenable in the option market, this also explained in the securities market there been have the arbitrage opportunity.

  进一步利用多元协整对认购—认沽权证的平价定理进行了检验,发现认购—认沽权证平价定理在权证市场上严重不成立,这也说明了市场上存在套利机会。

  参考来源 - 我国权证市场价格的协整分析

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