This paper studies the equivalence between the spot-financial market (FM) equilibrium and proper pseudo-equilibrium with infinite-dimensional commodity pace and incomplete real asset markets.
研究无穷维商品空间不完全实物资产市场两时期交换经济现货—金融市场平衡和合适伪平衡的等价性。
The first model is a simple one-factor model in which the logarithm of the spot price of the commodity is assumed to follow o-u process which has a mean reverting character.
第二个模型称为双因子模型，它是在单因子模型的基础上加入了新的因子变量—便利收益率，并且假定便利收益率服从带有均值反转特性的O—U过程。
The first model is a simple one-factor model in which the logarithm of the spot price of the commodity is assumed to follow o-u process which has a mean reverting character.
第二个模型称为双因子模型，它是在单因子模型的基础上加入了新的因子变量—便利收益率，并且假定便利收益率服从带有均值反转特性的O—U过程。
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