A moment approach to static arbitrage
Year of publication: |
2009
|
---|---|
Authors: | Aspremont, Alexandre d' |
Published in: |
Frontiers in quantitative finance : volatility and credit risk modeling. - Hoboken, N.J. [u.a.] : Wiley, ISBN 978-0-470-29292-1. - 2009, p. 3-18
|
Subject: | Theorie | Theory | Arbitrage | Arbitrage Pricing | Arbitrage pricing |
-
No-arbitrage principle in conic finance
Vazifedan, Mehdi, (2020)
-
Lock! : risk-free arbitrage in the Japanese racetrack betting market
Ashiya, Masahiro, (2015)
-
Binary markets under transaction costs
Cordero, Fernando, (2014)
- More ...
-
Risk-management methods for the Libor market model using semidefinite programming
Aspremont, Alexandre d', (2005)
-
Weak recovery conditions from graph partitioning bounds and order statistics
Aspremont, Alexandre d', (2013)
-
Naive feature selection : a nearly tight convex relaxation for sparse naive Bayes
Askari, Armin, (2024)
- More ...