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~institution:"Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse"
~person:"Platen, Eckhard"
~subject:"Forecasting model"
~subject:"Portfolio selection"
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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A benchmark model for financial markets
Platen, Eckhard
-
2001
to be locally
arbitrage
free, however, it still permits some form of
arbitrage
. Finally, a subclass of
arbitrage
free … portfolio ;
arbitrage
amount …
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