Geometric criterion for a robust condition of no sure arbitrage with unlimited profit (Q2212731)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Geometric criterion for a robust condition of no sure arbitrage with unlimited profit |
scientific article |
Statements
Geometric criterion for a robust condition of no sure arbitrage with unlimited profit (English)
0 references
24 November 2020
0 references
deterministic market dynamics
0 references
uncertainty of price movements
0 references
trading constraints
0 references
arbitrage with unlimited profit
0 references
structural stability of the model
0 references
0 references
