数学物理学报(英文版) ›› 1998, Vol. 18 ›› Issue (2): 203-211.
张顺明1, 王毓云2
Zhang Shunming1, Wang Yuyun2
摘要: This paper studies the weakly and strictly arbitrage-free security markets. The authors extend the Farkas-Minkowski's Lemma and Stiemke's Lemma from two periods to finite periods and from finite-dimensional (Euclidean) space to locally convex topological space and separable Banack space, show weakly and strictly arbitrage-free security pricing theory, then obtain the conditional expectation form of weakly and strictly arbitrage-free security pricing formula.