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~person:"Burzoni, Matteo"
~source:"econis"
~subject:"Arbitrage"
~subject:"Mathematische Optimierung"
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Burzoni, Matteo
Jarrow, Robert A.
5
Fontana, Claudio
4
Frittelli, Marco
4
Jeanblanc, Monique
4
Obłój, Jan
4
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Choulli, Tahir
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Finance and stochastics
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Pointwise arbitrage pricing theory in discrete time
Burzoni, Matteo
;
Frittelli, Marco
;
Hou, Zhaoxu
;
Maggis, …
- In:
Mathematics of operations research
44
(
2019
)
3
,
pp. 1034-1057
Persistent link: https://www.econbiz.de/10012105893
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2
Universal arbitrage aggregator in discrete-time markets under uncertainty
Burzoni, Matteo
;
Frittelli, Marco
;
Maggis, Marco
- In:
Finance and stochastics
20
(
2016
)
1
,
pp. 1-50
Persistent link: https://www.econbiz.de/10011459932
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