摘要翻译：
套利策略允许金融代理人无中生有，即从零初始投资中获得一定的利润。如果市场处于均衡状态，这在经济学基础上是不允许的，因为无风险利润的机会会导致某些金融工具价格的瞬时变动。金融市场中不允许套利机会的原则具有深远的影响，最明显的是完全市场中的期权定价和套期保值公式。
---
英文标题：
《Arbitrage strategy》
---
作者：
Constantinos Kardaras
---
最新提交年份：
2010
---
分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：General Finance        一般财务
分类描述：Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
--

---
英文摘要：
  An arbitrage strategy allows a financial agent to make certain profit out of nothing, i.e., out of zero initial investment. This has to be disallowed on economic basis if the market is in equilibrium state, as opportunities for riskless profit would result in an instantaneous movement of prices of certain financial instruments. The principle of not allowing for arbitrage opportunities in financial markets has far-reaching consequences, most notably the option-pricing and hedging formulas in complete markets.
---
PDF链接：
https://arxiv.org/pdf/1002.2740