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Market Models with Optimal Arbitrage - MaRDI portal

Market Models with Optimal Arbitrage (Q5250038)

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scientific article; zbMATH DE number 6435981
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English
Market Models with Optimal Arbitrage
scientific article; zbMATH DE number 6435981

    Statements

    title
    Market Models with Optimal Arbitrage (English)
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    author
    Huy N. Chau
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    Peter Tankov
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    publication date
    15 May 2015
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    zbMATH Keywords
    optimal arbitrage
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    no unbounded profits with bounded risk
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    strict local martingales
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    incomplete markets
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    robustness of arbitrage
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    cites work
    Simple arbitrage
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    On optimal arbitrage
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    Q4778955
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    Q5506186
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    Q4251567
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    Q4845604
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    Identifiers

    DOI
    10.1137/140953666
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    Mathematics Subject Classification ID
    91G10
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    60H30
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    60G44
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    zbMATH DE Number
    6435981
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    OpenAlex ID
    W2158922831
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    arXiv ID
    1312.4979
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