Stability of no-arbitrage property under model uncertainty
type: Item
instance of: scholarly article
title: Stability of no-arbitrage property under model uncertainty
zbMATH Open document ID: 1282.91113
author: Vladimir Ostrovski
published in: Statistics \& Probability Letters
publication date: 2013-01-25T00:00:00Z
Mathematics Subject Classification ID: 91B24
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 60H30
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6130769
zbMATH Keywords: stability
zbMATH Keywords: robustness
zbMATH Keywords: financial market
zbMATH Keywords: no-arbitrage
zbMATH Keywords: total variation distance
MaRDI profile type: Publication
full work available at URL: j.spl.2012.08.026
OpenAlex ID: W2042572398
DOI: 10.1016/J.SPL.2012.08.026
description: scientific article; zbMATH DE number 6130769