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Robust CCMV model with short selling and risk-neutral interest rate - MaRDI portal

Robust CCMV model with short selling and risk-neutral interest rate

From MaRDI portal
Publication:2140433

DOI10.1016/j.physa.2020.124429OpenAlexW3010087591MaRDI QIDQ2140433

Yanyan Li

Publication date: 20 May 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2020.124429




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