Relative arbitrage in volatility-stabilized markets (Q665537)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Relative arbitrage in volatility-stabilized markets |
scientific article |
Statements
Relative arbitrage in volatility-stabilized markets (English)
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5 March 2012
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portfolios
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relative arbitrage
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diversity
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volatility-stabilized markets
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stochastic differential equations
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strict local martingales
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time-change
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Bessel processes
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