%0 Journal Article
%T Construction of pricing model for mineral products based on arbitrage income<br>基于套利收益的矿产品价格模型构建
%A MA Lin
%A MA Chao-qun
%A MA Zong-gang
%A <br>马林
%A 马超群
%A 马宗刚
%J 系统工程理论与实践
%D 2011
%I 
%X This paper analyzes the existence of arbitrage chance and the effect of arbitrage behavior in the mineral product market.We also discuss the volatility range and motion state of arbitrage income, and the effect of the scarcity of mineral source in pricing process.And the simulation test is given.Finally, a pricing model for mineral products,based on arbitrage income and subjecting to jump-diffusion process distribution,is presented.
%K mineral products
%K arbitrage income
%K price
%K jump-diffusion process<br>矿产品
%K 套利收益
%K 价格
%K 跳跃-扩散过程
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=01BA20E8BA813E1908F3698710BBFEFEE816345F465FEBA5&cid=962324E222C1AC1D&jid=1D057D9E7CAD6BEE9FA97306E08E48D3&aid=B7D6B80A20DDA31BF6FBD75AE8AEB07A&yid=9377ED8094509821&vid=4AD960B5AD2D111A&iid=E158A972A605785F&sid=E3691231514F8E11&eid=583C993D4E08F5CE&journal_id=1000-6788&journal_name=系统工程理论与实践&referenced_num=0&reference_num=15