Robust asymptotic insurance-finance arbitrage (Q6649326)
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scientific article; zbMATH DE number 7954746
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust asymptotic insurance-finance arbitrage |
scientific article; zbMATH DE number 7954746 |
Statements
Robust asymptotic insurance-finance arbitrage (English)
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5 December 2024
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insurance-finance arbitrage under uncertainty
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robust \(QP\)-rule
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enlargement of filtration
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absence of robust insurance-finance arbitrage
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