无套利 arbitrage-freeness
no-arbitrage
- 有效市场的问题最初讨论就是市场是否符合无套利假设。
Effective market problems first discuss is market whether accord with no-arbitrage hypothesis. - 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。
This paper presents a no-arbitrage model of closed-form approximation for valuing basket options under a stochastic interest rate economy. - 在考虑了交易成本、指数期货保证金水平以及跟踪误差等因素后,本文给出了沪深300指数期货无套利区间。
Non-arbitrage interval for Shanghai-Shenzhen 300 Index future is estimated after taking consideration of such factors as transaction cost, margin requirement and tracking errors.