Whether we can not use capital pricingmodel, then avoid joint hypothesis in the empirical process, arbitrage the kernel of finance theory becomes the breach of the problem.
In this paper, the arbitrage portfolio model is directly obtained based on the description of arbitragePricing Theory when there are arbitrage opportunities.
本文根据套利定价理论的基本描述,直接得到存在套利机会的情况下求解套利组合的模型。
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This paper summarizes the study on options pricing in view of quantum finance, such as the path integrals approach, the gauge theory of arbitrage, and the quantum model of binomial option pricing.