Stability of no-arbitrage property under model uncertainty (Q1933703)
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scientific article; zbMATH DE number 6130769
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| English | Stability of no-arbitrage property under model uncertainty |
scientific article; zbMATH DE number 6130769 |
Statements
Stability of no-arbitrage property under model uncertainty (English)
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25 January 2013
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stability
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robustness
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financial market
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no-arbitrage
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total variation distance
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0.7966760993003845
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0.7839308977127075
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0.7754136919975281
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0.7595369815826416
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0.7567028403282166
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