Pointwise Arbitrage Pricing Theory in Discrete Time (Q5108229): Difference between revisions
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Revision as of 22:29, 19 April 2024
scientific article; zbMATH DE number 7195285
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pointwise Arbitrage Pricing Theory in Discrete Time |
scientific article; zbMATH DE number 7195285 |
Statements
Pointwise Arbitrage Pricing Theory in Discrete Time (English)
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30 April 2020
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robust modelling approach
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fundamental theorem of asset pricing
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superhedging duality
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semistatic optimization
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pointwise stochastic analysis
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arbitrage pricing theory
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model ambiguity
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Knightian uncertainty
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