Construction of pricing model for mineral products based on arbitrage income

被引：0
作者：
Ma, Lin [1 ]
Ma, Chao-Qun [1 ]
Ma, Zong-Gang [1 ]
机构：
[1] College of Business Administration, Hunan University, Changsha 410082, China
来源：
Xitong Gongcheng Lilun yu Shijian/System Engineering Theory and Practice | 2011年 / 31卷 / 04期
关键词：
D O I：
暂无
中图分类号：
学科分类号：
摘要：
16
引用
收藏
页码：771 / 777
相关论文
共 50 条
[21]   THE ARBITRAGE PRICING MODEL AND RETURNS ON ASSETS UNDER UNCERTAIN INFLATION [J].
ELTON, E ;
GRUBER, M ;
RENTZLER, J .
JOURNAL OF FINANCE, 1983, 38 (02) :525-537
[22]   Blockchain-Enabled Renewable Energy Traceability with a Crypto-based Arbitrage Pricing Model [J].
Kebande, Victor R. ;
Ding, Jianguo .
2023 EIGHTH INTERNATIONAL CONFERENCE ON FOG AND MOBILE EDGE COMPUTING, FMEC, 2023, :34-41
[23]   ARBITRAGE THEORY - INTRODUCTORY LECTURES ON ARBITRAGE-BASED FINANCIAL ASSET PRICING - WILHELM,JEM [J].
SICK, G ;
ZIEMBA, WT .
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 1986, 27 (02) :255-256
[24]   Arbitrage-free Pricing in User-based Markets [J].
Xia, Chaolun ;
Muthukrishnan, S. .
PROCEEDINGS OF THE 17TH INTERNATIONAL CONFERENCE ON AUTONOMOUS AGENTS AND MULTIAGENT SYSTEMS (AAMAS' 18), 2018, :327-335
[25]   MANAGING ACQUISITIONS OF STRATEGIC BUSINESS UNITS WITH THE AID OF THE ARBITRAGE PRICING MODEL [J].
KROLL, M ;
CAPLES, S .
ACADEMY OF MANAGEMENT REVIEW, 1987, 12 (04) :676-685
[26]   Study of differentiated products pricing strategy based on game model [J].
Luo, Yong ;
Tu, Fengsheng ;
Chen, Tiejun .
WCICA 2006: SIXTH WORLD CONGRESS ON INTELLIGENT CONTROL AND AUTOMATION, VOLS 1-12, CONFERENCE PROCEEDINGS, 2006, :7206-7210
[27]   Approximate arbitrage-free option pricing under the SABR model [J].
Yang, Nian ;
Chen, Nan ;
Liu, Yanchu ;
Wan, Xiangwei .
JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 2017, 83 :198-214
[28]   EMPIRICAL TESTS OF MULTI-FACTOR PRICING MODEL - THE ARBITRAGE PRICING THEORY - SOME EMPIRICAL RESULTS [J].
REINGANUM, MR .
JOURNAL OF FINANCE, 1981, 36 (02) :313-321
[29]   Statistical arbitrage portfolio construction based on preference relations [J].
Saric, Fredi ;
Begusic, Stjepan ;
Mercep, Andro ;
Kostanjcar, Zvonko .
EXPERT SYSTEMS WITH APPLICATIONS, 2024, 238
[30]   SDP Relaxation of Arbitrage Pricing Bounds Based on Option Prices and Moments [J].
Primbs, J. A. .
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2010, 144 (01) :137-155
12345