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admissible strategy中文是什么意思

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  • Under the assumptions that every two assets could be traded directly , and the proportions of the transaction costs are functions of the traded assets and time , the a continuous market model was construted , which led to the result that there was no arbitrage under the admissible strategy by using the methods of auxiliary martingale and the discount asset function
    摘要假定任意两资产均可直接交易,且交易费率为资产和时间的非随机函数,建立了有交易费的连续时间市场模型;利用辅助鞍和资产折算函数等方法得到了一个重要结果,即在给定的可允许策略集下,该市场无套利。
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