On a class of diverse market models (Q470733)
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scientific article; zbMATH DE number 6369119
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On a class of diverse market models |
scientific article; zbMATH DE number 6369119 |
Statements
On a class of diverse market models (English)
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13 November 2014
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stochastic portfolio theory
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diverse markets
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arbitrage opportunity
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Feller's test
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0.8671621084213257
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0.842241644859314
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0.7874348163604736
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0.7504040598869324
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0.7455308437347412
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