Price discovery is the basic function of futures market, and whether the futures market has the function of price discovery is an important research field for scholars both at home and abroad. This paper classifies th...Price discovery is the basic function of futures market, and whether the futures market has the function of price discovery is an important research field for scholars both at home and abroad. This paper classifies the test methods and models on a basis of previous research, and introduces the applicable premise of research methods and models as well as the major research achievements of scholars at home and abroad, and also reviews the shortcomings of test methods and models.展开更多
By virtue of the Weyl correspondence and based on the the technique of integration within an ordered product of operators, we show under what condition the superoperator＇s Kraus representation p^1=∑μAμpA^＋μ can ...By virtue of the Weyl correspondence and based on the the technique of integration within an ordered product of operators, we show under what condition the superoperator＇s Kraus representation p^1=∑μAμpA^＋μ can be deformed as p＇= （1/π） ∫ d^2d^2α（α）D（α）D（α）pD^＋（α）, where D（α） is the displacement operator, B（α） is a probability density related to the classical Weyl correspondence of Aμ. An alternate discussion by using the entangled state representation and through a quantum teleportation process is also presented.展开更多
文摘Price discovery is the basic function of futures market, and whether the futures market has the function of price discovery is an important research field for scholars both at home and abroad. This paper classifies the test methods and models on a basis of previous research, and introduces the applicable premise of research methods and models as well as the major research achievements of scholars at home and abroad, and also reviews the shortcomings of test methods and models.
基金National Natural Science Foundation of China under Grant Nos.10775097,10874174,and 10647133the Natural Science Foundation of Jiangxi Province under Grant Nos.2007GQS1906 and 2007GZS1871the Research Foundation of the Education Department of Jiangxi Province under Grant No.[2007]22
文摘By virtue of the Weyl correspondence and based on the the technique of integration within an ordered product of operators, we show under what condition the superoperator＇s Kraus representation p^1=∑μAμpA^＋μ can be deformed as p＇= （1/π） ∫ d^2d^2α（α）D（α）D（α）pD^＋（α）, where D（α） is the displacement operator, B（α） is a probability density related to the classical Weyl correspondence of Aμ. An alternate discussion by using the entangled state representation and through a quantum teleportation process is also presented.
