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necessarily convergence of the arbitrage pricing intervals in that context. We prove here that we have very good convergence …
Persistent link: https://www.econbiz.de/10010861455
The aim of this paper is to establish a compactness result on some function sets. The main idea is very simple : it suffices to change the axis in order to transform a family of nondecreasing functions in Lipschitz ones and then to apply Ascoli's theorem. As we will see, this simple geometrical...
Persistent link: https://www.econbiz.de/10010708587