This paper presents a no-arbitrage model of closed-form approximation for valuing basket options under a stochastic interest rate economy.
本文推导出在随机利率经济体系下，无套利条件之组合型选择权的近似封闭解。
Despite that modern option pricing theory can give an accurate describe of the interest rate movement, no arbitrage model, the equilibrium model, the martingale model all have deficit.
尽管现代期权理论能对利率运动给出“精确”描述，然而，无论是无套利模式、均衡模式还是鞅模式，均存在一定的缺点。
The dividend discount model is the essential method used to estimate the stock intrinsic value. No-arbitrage equilibrium theory is the foundation of present financial theory.
股息贴现模型是估计股票内在价值的基本方法，无套利均衡是现代金融理论的基础。
This paper discussed the construction of martingale measures in multinomial market model under the hypothesis of no arbitrage opportunity.
在无套利假设下，讨论了多叉树模型中鞅测度的构造问题。
This article focuses on pricing problem of Life Insurance Model under no-arbitrage framework.
本文主要讨论无套利框架下的寿险模型定价问题。
This article focuses on pricing problem of Life Insurance Model under no-arbitrage framework.
本文主要讨论无套利框架下的寿险模型定价问题。
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