Robust No Asymptotic Free-lunch

摘要：

In this paper, we introduce a new concept-robust no asymptotic free lunch, provide a necessary and sufficient condition for robust no asymptotic free lunch, and give the existence of a strong consistent price system.

关键词： Absznce of arbitrage free lunch market frictions viability pricing rule

作者: Hongbin Dong

作者单位: China Institute for Actuarial Science Center University of Finance and Economy Beijing 100081, China

会议类型: 国际会议

会议名称: The Fourth International Joint Conference on Computational Science and Optimization(第四届计算科学与优化国际大会 CSO 2011)

会议地点: 昆明、丽江

会议语种:英文

页码: 223-227

在线出版日期: 2011-04-15（万方平台首次上网日期，不代表论文的发表时间）