Stochastic measures of arbitrage.

DOI10.1007/BF02579021zbMath1145.91340OpenAlexW2019945704MaRDI QIDQ1871422

María José Muñoz-Bouzo, Alejandro Balbas

Publication date: 13 July 2003

Published in: Top (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02579021

Mathematics Subject Classification ID

Cites Work

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• Sensitivity analysis in vector optimization
• Sensitivity analysis for convex multiobjective programming in abstract spaces
• CHOQUET PRICING FOR FINANCIAL MARKETS WITH FRICTIONS
• European Option Pricing with Transaction Costs
• Nonmonotonic Choquet integrals

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