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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 no free lunch with vanishing risk ： ウィキペディア英語版 no free lunch with vanishing risk No free lunch with vanishing risk (NFLVR) is a no-arbitrage argument. We have ''free lunch with vanishing risk'' if by utilizing a sequence of tame self-financing portfolios which converge to an arbitrage strategy, we can approximate a self-financing portfolio (called the ''free lunch with vanishing risk''). ==Mathematical representation== For a semimartingale ''S'', let $K\; =\; \backslash ,\; (H\; \backslash cdot\; S)\_\; =\; \backslash lim\_\; (H\; \backslash cdot\; S)\_t\; \backslash text\backslash \}$ where a strategy is admissible if it is permitted by the market. Then define $C\; =\; \backslash$. ''S'' is said to satisfy ''no free lunch with vanishing risk'' if $\backslash bar\; \backslash cap\; L^\_+(P)\; =\; \backslash$ such that $\backslash bar$ is the closure of ''C'' in the norm topology of $L^\_+(P)$. 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「no free lunch with vanishing risk」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.