No-Arbitrage Principle in Hybrid Financial Market

摘要：

In this paper,we present a multidimensional model describing the hybrid financial market.The definition of no-arbitrage,No-arbitrage theorem and determinant theorem of no-arbitrage are given based on chance theory.

关键词： Hybrid process no-arbitrage stock model

作者: Juncheng Lu Jizhou Zhang

作者单位: College of Mathematics & Sciences,Shanghai Normal University,Shanghai,China 200234

会议类型: 国内会议

会议名称: 第三届中国智能计算大会

会议地点: 济南

会议语种:英文

页码: 243-245

在线出版日期: 2009-05-15（万方平台首次上网日期，不代表论文的发表时间）