Macro-implications of the choice of numeraire. 选择基准价格单位的宏观含义.
After characterize the optimal-growth portfolio in a specified discrete-time incomplete market, we derive the futures pricing model by using the method of numeraire portfolio. 摘要在具体的离散时间不完全市场模型中给出最优增长组合的刻画后，运用计价单位投资组合法推导出期货的无套利定价模型。
The Relation of Arbitrage and Numeraire 套利与记账单位的关系
Macro-implications of the Choice of Numeraire; 选择基准价格单位的宏观含义；
numeraire(ny meirer)n. French. standard for currency exchange rates 货币交换率标准; 定值标准; 计价标准; 基准货币
