Time-consistent asymptotic exponential arbitrage with small probable maximum loss (Q2002169)
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scientific article; zbMATH DE number 7079442
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| English | Time-consistent asymptotic exponential arbitrage with small probable maximum loss |
scientific article; zbMATH DE number 7079442 |
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Time-consistent asymptotic exponential arbitrage with small probable maximum loss (English)
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11 July 2019
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asymptotic arbitrage
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time-consistent
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small probable maximum loss
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0.8185911774635315
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0.8059050440788269
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0.8003170490264893
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0.7841160297393799
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0.7771003842353821
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