Robust arbitrage conditions for financial markets (Q1981932): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: The mathematics of arbitrage / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic finance. An introduction in discrete time / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic calculus for finance. I: The binomial asset pricing model. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic calculus for finance. II: Continuous-time models. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Transport / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quantifying Distributional Model Risk via Optimal Transport / rank
 
Normal rank
Property / cites work
 
Property / cites work: A MODEL-FREE VERSION OF THE FUNDAMENTAL THEOREM OF ASSET PRICING AND THE SUPER-REPLICATION THEOREM / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust Farkas' lemma for uncertain linear systems with applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust optimization revisited via robust vector Farkas lemmas / rank
 
Normal rank
Property / cites work
 
Property / cites work: Arbitrage and duality in nondominated discrete-time models / rank
 
Normal rank
Property / cites work
 
Property / cites work: ROBUST FUNDAMENTAL THEOREM FOR CONTINUOUS PROCESSES / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sensitivity Analysis in Applications with Deviation, Risk, Regret, and Error Measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust statistical arbitrage strategies / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stability of no-arbitrage property under model uncertainty / rank
 
Normal rank
Property / cites work
 
Property / cites work: Computational aspects of robust optimized certainty equivalents and option pricing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exponential utility maximization under model uncertainty for unbounded endowments / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust Wasserstein profile inference and applications to machine learning / rank
 
Normal rank
Property / cites work
 
Property / cites work: Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3188607 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A polyhedral branch-and-cut approach to global optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimization Methods in Finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q6086028 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The densest hemisphere problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5316723 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Sequential Quadratic Programming Method / rank
 
Normal rank

Latest revision as of 14:17, 26 July 2024

scientific article
Language Label Description Also known as
English
Robust arbitrage conditions for financial markets
scientific article

    Statements

    Robust arbitrage conditions for financial markets (English)
    0 references
    0 references
    0 references
    7 September 2021
    0 references
    0 references
    abitrage
    0 references
    statistical arbitrage
    0 references
    Farkas lemma
    0 references
    robust optimization
    0 references
    Wasserstein distance
    0 references
    Lagrangian duality
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references