Modeling risk in arbitrage strategies using finite mixtures§
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Publication:3645194
DOI10.1080/14697680802595635zbMath1278.91153OpenAlexW2058821059MaRDI QIDQ3645194
Robert J. Frey, Adam P. Tashman
Publication date: 16 November 2009
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697680802595635
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