Title:No-arbitrage analysis in a financial market
Speaker:赵培标 教授 (南京理工大学)
Time:2019年11月8日(周五) 下午 16:00-17:00
Room:东区第五教学楼 5307室
Abstract:In this note we arrive at a geometric no-arbitrage rule for a financial market, and give an equivalent relation between the classical no-arbitrage and the geometric no-arbitrage.