| 金融市场建模原则与财富过程的最优增长 |
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| 引用本文： | 许世蒙.金融市场建模原则与财富过程的最优增长[J].应用数学学报,1998,21(2):171-178. |
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| 作者姓名： | 许世蒙 |
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| 作者单位： | 中国科学院应用数学研究所!北京，100080 |
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| 摘 要： | 建模在数理金融理论中占有重要的地位，本文推广了「１」的建模原则。
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| 关 键 词： | 财富过程 最优增长 金融市场 建模原则 |
PRINCIPLES FOR MODELLING FINANCIAL MARKETS AND THE OPTIMAL GROWTH OF WEALTH PROCESS |
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| XU SHIMENG.PRINCIPLES FOR MODELLING FINANCIAL MARKETS AND THE OPTIMAL GROWTH OF WEALTH PROCESS[J].Acta Mathematicae Applicatae Sinica,1998,21(2):171-178. |
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| Authors: | XU SHIMENG |
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| Abstract: | In this paper, we extend the principle for modelling of 1], under two cases. After discussing the third principle, this paper deals with the relationship between minimization of arbitrage information and the optimal growth of wealth process. |
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| Keywords: | Option price arbitrage deflator wealth process |
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