Risk-neutral pricing for arbitrage pricing theory
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Publication:779871
DOI10.1007/s10957-020-01699-6zbMath1454.91214arXiv1904.11252OpenAlexW2941363628MaRDI QIDQ779871
Laurence Carassus, Miklós Rásonyi
Publication date: 14 July 2020
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1904.11252
superreplicationexpected utilityarbitrage pricing theoryinfinite-dimensional optimizationlarge marketsreservation price
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Cites Work
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