Structural stability threshold for the condition of robust no deterministic sure arbitrage with unbounded profit (Q2038508)

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scientific article; zbMATH DE number 7369006
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Structural stability threshold for the condition of robust no deterministic sure arbitrage with unbounded profit
scientific article; zbMATH DE number 7369006

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    Structural stability threshold for the condition of robust no deterministic sure arbitrage with unbounded profit (English)
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    7 July 2021
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    deterministic market dynamics
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    price movement uncertainty
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    trading constraints
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    unbounded arbitrage with unlimited profit
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    model's structural stability
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