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单词 Admissible strategy
释义

Admissible strategy

英语百科

Admissible trading strategy

In finance, an admissible trading strategy or admissible strategy is any trading strategy with wealth almost surely bounded from below. In particular, an admissible trading strategy precludes unhedged short sales of any unbounded assets. A typical example of a trading strategy which is not admissible is the doubling strategy.

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更新时间:2025/6/22 7:41:30