Robust arbitrage conditions for financial markets (Q1981932): Difference between revisions
From MaRDI portal
Changed an Item |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: KNITRO / rank | |||
Normal rank | |||
Revision as of 16:45, 28 February 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
7 September 2021
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
