Based upon discrete time models, this paper first presents the concepts of the traditional arbitrage, the ε arbitrage and the deterministic arbitrage, and introduces the three methods of option pricing that use the different concepts.
首先基于离散时间模型给出传统套利、ε-套利及确定性套利的概念 ,并简单地介绍了期权定价的三种无套利方法 。
