Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Volatility and arbitrage - MaRDI portal

Volatility and arbitrage (Q1751971)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Volatility and arbitrage
scientific article

    Statements

    title
    Volatility and arbitrage (English)
    0 references
    author
    E. Robert Fernholz
    0 references
    Ioannis Karatzas
    0 references
    Johannes Ruf
    0 references
    publication date
    25 May 2018
    0 references
    zbMATH Keywords
    trading strategies
    0 references
    functional generation
    0 references
    relative arbitrage
    0 references
    short-term arbitrage
    0 references
    support of diffusions
    0 references
    diffusions on manifolds
    0 references
    nondegeneracy
    0 references

    Identifiers

    DOI
    10.1214/17-AAP1308
    0 references
    Mathematics Subject Classification ID
    60G44
    0 references
    60H05
    0 references
    60H30
    0 references
    91G10
    0 references
    zbMATH DE Number
    6873687
    0 references
    arXiv ID
    1608.06121
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1751971&oldid=36393349"
    Powered by MediaWiki