No-arbitrage principle in conic finance
Year of publication: |
2020
|
---|---|
Authors: | Vazifedan, Mehdi ; Zhu, Qiji Jim |
Published in: |
Risks. - Basel : MDPI, ISSN 2227-9091. - Vol. 8.2020, 2, p. 1-34
|
Publisher: |
Basel : MDPI |
Subject: | conic finance | convex optimization | arbitrage pricing |
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