Diversity and no arbitrage (Q2929468)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6368990
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Diversity and no arbitrage |
scientific article; zbMATH DE number 6368990 |
Statements
Diversity and No Arbitrage (English)
0 references
12 November 2014
0 references
diverse market
0 references
consistent price system
0 references
relative arbitrage
0 references
continuous martingales
0 references
conditional full support
0 references
Wiener process
0 references
squared Bessel process
0 references
0.8897842764854431
0 references
0.8671621084213257
0 references
0.8047086596488953
0 references
0.8046135902404785
0 references
0.7608763575553894
0 references
