等价鞅测度的包络与有限设定下的广义无套利原理
Envelopes of equivalent martingale measures and a generalized no-arbitrage principle in a finite setting
Annals of Operations Research · 2022
被引 13
ABS 3
- Andrea Cinfrignini
- Davide Petturiti
- Barbara Vantaggi 通讯
金融经济学资产定价鞅理论无套利原理