Stability of no-arbitrage property under model uncertainty (Q1933703): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 15:27, 1 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Stability of no-arbitrage property under model uncertainty |
scientific article |
Statements
Stability of no-arbitrage property under model uncertainty (English)
0 references
25 January 2013
0 references
stability
0 references
robustness
0 references
financial market
0 references
no-arbitrage
0 references
total variation distance
0 references