Universal arbitrage aggregator in discrete-time markets under uncertainty
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Date
2016-01Type
- Journal Article
ETH Bibliography
no
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Publication status
publishedExternal links
Journal / series
Finance and StochasticsVolume
Pages / Article No.
Publisher
SpringerSubject
Model uncertainty; First fundamental theorem of asset pricing; Feasible market; Open arbitrage; Full support martingale measureOrganisational unit
03658 - Schweizer, Martin / Schweizer, Martin
Notes
Published online 12 November 2015.More
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ETH Bibliography
no
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