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翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Good–deal bounds ： ウィキペディア英語版 Good–deal bounds Good–deal bounds are price bounds for a financial portfolio which depends on an individual trader's preferences. Mathematically, if $A$ is a set of portfolios with future outcomes which are "acceptable" to the trader, then define the function $\backslash rho:\; \backslash mathcal^p\; \backslash to\; \backslash mathbb$ by :$\backslash rho(X)\; =\; \backslash inf\backslash left\backslash \; =\; \backslash inf\backslash left\backslash$ where $A\_T$ is the set of final values for self-financing trading strategies. Then any price in the range $(-\backslash rho(X),\; \backslash rho(-X))$ does not provide a good deal for this trader, and this range is called the "no good-deal price bounds." If $A\; =\; \backslash left\backslash -a.s.\backslash right\backslash \}$ then the good-deal price bounds are the no-arbitrage price bounds, and correspond to the subhedging and superhedging prices. The no-arbitrage bounds are the greatest extremes that good-deal bounds can take.〔 If $A\; =\; \backslash left\backslash ()\; \backslash geq\; \backslash mathbb()\backslash right\backslash \}$ where $u$ is a utility function, then the good-deal price bounds correspond to the indifference price bounds.〔 ==References== 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Good–deal bounds」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.