An arbitrage pricing method for financial products in terms of generalized network model and duality theory of linear program is presented.
运用广义网络流模型和线性规划对偶理论,提出了一种金融产品的套利定价方法。
This paper summarizes the study on options pricing in view of quantum finance, such as the path integrals approach, the gauge theory of arbitrage, and the quantum model of binomial option pricing.
综述了新兴的量子金融理论在期权定价上的应用,包括量子力学路径积分方法和虚拟套利动态测量理论,以及二项式期权定价的量子模型。
Finally, with the help of the modern behavior finance theory, the pricing model with irrational expectations is introduced.
最后结合现代行为金融理论,介绍了非理性预期下的行为定价模型。
What we did--the core theoretical framework that we had-- was the mean variance theory, which led us to the capital asset pricing model.
我们讲到了投资组合多元化的核心理论框架,即均值-方差模型,之后又讲到了资本资产定价模型
应用推荐