ON ARBITRAGE AND DUALITY UNDER MODEL UNCERTAINTY AND PORTFOLIO CONSTRAINTS (Q5371134)
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scientific article; zbMATH DE number 6797483
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON ARBITRAGE AND DUALITY UNDER MODEL UNCERTAINTY AND PORTFOLIO CONSTRAINTS |
scientific article; zbMATH DE number 6797483 |
Statements
ON ARBITRAGE AND DUALITY UNDER MODEL UNCERTAINTY AND PORTFOLIO CONSTRAINTS (English)
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24 October 2017
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fundamental theorem of asset pricing
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sub-(super-)hedging
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model uncertainty
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portfolio constraints
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optional decomposition
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