Volatility and arbitrage (Q1751971)
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scientific article; zbMATH DE number 6873687
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Volatility and arbitrage |
scientific article; zbMATH DE number 6873687 |
Statements
Volatility and arbitrage (English)
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25 May 2018
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trading strategies
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functional generation
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relative arbitrage
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short-term arbitrage
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support of diffusions
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diffusions on manifolds
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nondegeneracy
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0.833905041217804
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0.8017527461051941
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0.792360246181488
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0.7806085348129272
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0.7798289656639099
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