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- W2363410906 abstract "With the study on the per-duration stock market,the linear equation system was introduced so as to evaluate whether there exists the arbitrage opportunity.Besides,dealing with the solution of such system the trading strategies of the arbitrage were presented.Finally,based on the Farkas' theory,a sufficient condition concerning the relationship between the arbitrage opportunity and risk neutral probability was offered." @default.
- W2363410906 created "2016-06-24" @default.
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- W2363410906 date "2009-01-01" @default.
- W2363410906 modified "2023-09-26" @default.
- W2363410906 title "Evaluation of Arbitrage Opportunity in Per-duration Stock Market" @default.
- W2363410906 hasPublicationYear "2009" @default.
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