Stability of no-arbitrage property under model uncertainty (Q1933703): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
Added link to MaRDI item.
links / mardi / namelinks / 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
    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

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references