"Envelopes of equivalent martingale measures and a generalized no-arbitrage ..."

Andrea Cinfrignini, Davide Petturiti, Barbara Vantaggi (2023)

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DOI: 10.1007/S10479-022-05126-Z

access: closed

type: Journal Article

metadata version: 2023-02-10

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Andrea Cinfrignini, Davide Petturiti, Barbara Vantaggi:
Envelopes of equivalent martingale measures and a generalized no-arbitrage principle in a finite setting. Ann. Oper. Res. 321(1): 103-137 (2023)

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