admissible asset 中文意思是什麼
admissible asset
解釋
認可資產- admissible : adj. 1. 許進的。2. 可采納的，可接受的。3. 有資格加入的 （to）: an admissible piece of evidence 可接受的證據。adv. -bly
- asset : ASSET ＝ Association of Supervisory Staffs Executives and Technicians （英國）主管人員、行政官員...
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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
摘要假定任意兩資產均可直接交易，且交易費率為資產和時間的非隨機函數，建立了有交易費的連續時間市場模型；利用輔助鞍和資產折算函數等方法得到了一個重要結果，即在給定的可允許策略集下，該市場無套利。
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