搜索结果: 1-1 共查到“理论经济学 arbitrage-free prices”相关记录1条 . 查询时间(0.093 秒)
Do arbitrage-free prices come from utility maximization?
arbitrage-free prices come from utility maximization
2012/9/14
In this paper we ask whether arbitrage-free prices are obtained by utility maximization. This is found to be true for any given investor, provided that one considers the marginal utility-based prices ...