Construction of pricing model for mineral products based on arbitrage income
基于套利收益的矿产品价格模型构建

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.