Short-term relative arbitrage in volatility-stabilized markets (Q665831)
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scientific article; zbMATH DE number 6012458
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Short-term relative arbitrage in volatility-stabilized markets |
scientific article; zbMATH DE number 6012458 |
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Short-term relative arbitrage in volatility-stabilized markets (English)
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6 March 2012
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portfolios
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portfolio generating functions
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continuous semimartingales
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0.96121776
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0.8758357
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0.8668003
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0.86178577
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0.85734856
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