Robust arbitrage conditions for financial markets (Q1981932): Difference between revisions
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Revision as of 20:00, 19 March 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)
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7 September 2021
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abitrage
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statistical arbitrage
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Farkas lemma
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robust optimization
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Wasserstein distance
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Lagrangian duality
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