Market Models with Optimal Arbitrage (Q5250038)
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scientific article; zbMATH DE number 6435981
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Market Models with Optimal Arbitrage |
scientific article; zbMATH DE number 6435981 |
Statements
Market Models with Optimal Arbitrage (English)
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15 May 2015
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optimal arbitrage
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no unbounded profits with bounded risk
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strict local martingales
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incomplete markets
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robustness of arbitrage
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