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有摩擦金融市场中强无套利的刻画
汪寿阳1; 李仲飞2; 邓小铁3
2002
Source Publication系统工程理论与实践
ISSN1000-6788
Volume022Issue:010Pages:60
Abstract对存在买进卖出价差,交易费这两种摩擦和有限个可能的自然状态的金融市场,利用凸分析理论和最优化技术刻画出了强无套利的一系列充要条件,以往这方面的许多结果是我们的特例。
Language英语
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/37918
Collection系统科学研究所
Affiliation1.中国科学院数学与系统科学研究院
2.中山大学
3.香港城市大学
Recommended Citation
GB/T 7714
汪寿阳,李仲飞,邓小铁. 有摩擦金融市场中强无套利的刻画[J]. 系统工程理论与实践,2002,022(010):60.
APA 汪寿阳,李仲飞,&邓小铁.(2002).有摩擦金融市场中强无套利的刻画.系统工程理论与实践,022(010),60.
MLA 汪寿阳,et al."有摩擦金融市场中强无套利的刻画".系统工程理论与实践 022.010(2002):60.
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