scientific article; zbMATH DE number 5592539

MaRDI QIDQ5325328zbMATH OpenFDO

Authors P. S. Shelyazhenko, Yuliya S. Mishura, G. M. Shevchenko

Publication date 8 August 2009

Full work available at URL http://www.ams.org/tpms/2008-77-00/S0094-9000-09-00752-2/home.html

zbMATH Keywords

financial marketmultiperiod modelbounded arbitrage strategy

Mathematics Subject Classification ID

Financial applications of other theories (91G80)

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