Robust martingale selection problem and its connections to the no-arbitrage theory (Q5109989)
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scientific article; zbMATH DE number 7200957
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| English | Robust martingale selection problem and its connections to the no-arbitrage theory |
scientific article; zbMATH DE number 7200957 |
Statements
Robust martingale selection problem and its connections to the no‐arbitrage theory (English)
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14 May 2020
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arbitrage theory
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fundamental theorem of asset pricing
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illiquidity
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markets with frictions
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martingale selection problem
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0.8386186361312866
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0.7683362364768982
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0.7601690292358398
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0.7518553137779236
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