arithmetic sum
3.In this paper, the trigorometric sum is extended to Gaussian integral domain first, and two-dimesional AFT (Arithmetic Fourier Transform ) is obtained based on Mobius inversion formula on Gaussian intergral domain.
4.Based on the review of the evolutions of stock indices and the innovations of index products, this article discussed the different methods of index replication, and then sum med up those researches on different methods, arithmetic models and their implications, including quadric programming, lineal programming, robust regression, Monte Carlo simulation and genetic algorithm, etc. aiming to give a technical reference for index derivatives design, index arbitrage, and indexing investment.
