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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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Utility maximization in incomplete markets for unbounded processes
Biagini, Sara; Frittelli, Marco - In: Finance and stochastics 9 (2005) 4, pp. 493-517
Persistent link: https://www.econbiz.de/10003123213
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Commodity futures markets and trading strategies opportunities
Falbo, Paolo - In: Modelling techniques for financial markets and bank …, (pp. 48-64). 1996
Persistent link: https://www.econbiz.de/10001292510
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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