Geometric criterion for a robust condition of no sure arbitrage with unlimited profit (Q2212731)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Geometric criterion for a robust condition of no sure arbitrage with unlimited profit |
scientific article |
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Geometric criterion for a robust condition of no sure arbitrage with unlimited profit (English)
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24 November 2020
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deterministic market dynamics
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uncertainty of price movements
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trading constraints
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arbitrage with unlimited profit
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structural stability of the model
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