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"Pointwise Arbitrage Pricing Theory in Discrete Time."

Matteo Burzoni et al. (2019)

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DOI: 10.1287/MOOR.2018.0956

access: closed

type: Journal Article

metadata version: 2019-09-25

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  - https://dblp.org/rec/journals/mor/BurzoniFHMO19
Matteo Burzoni, Marco Frittelli, Zhaoxu Hou, Marco Maggis, Jan Oblój:
Pointwise Arbitrage Pricing Theory in Discrete Time. Math. Oper. Res. 44(3): 1034-1057 (2019)

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