On the hypothesis of the underlying asset price following Lognormal Process in the two model, we can extend the way of asset price Logprofit Process 'approach to multi-asset options pricing.
在第二个模型中是在标的资产价格遵循对数正态过程假设下,把资产价格对数收益过程逼近方法扩展到多资产期权定价上。
With this kind of setup, a small number of asset stores can cover the requirements of a large multi-site installation with hundreds or thousands of extended sites.
使用这种机制,少量的资产存储可以涵盖具有成百上千个扩展站点的多站点装置的需求。
Therefore, the paper suggests that CAPM is ineffective and the asset pricing depends on multi-factor model in Shanghai A-share market.
因此,在上海A股市场,CAPM失去了有效性,资产定价可以由多因素模型决定。
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