作者cyberfly (明治同学)
看板B94303XXX
标题古思明的作业题目
时间Tue Mar 17 00:00:58 2009
没有课本的人请参考
Excercise 1.4
Consider the model with K=3 N=2 r=0, and the following security prices:
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n Sn(0) Sn(1)(w1) Sn(1)(w2) Sn(1)(w3)
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1 4 8 6 3
2 7 10 8 4
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Show that there exist dominant trading strategies and that the law of one
price holds.
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