Pointwise arbitrage pricing theory in discrete time
Matteo Burzoni, Marco Frittelli, Zhaoxu Hou, Marco Maggis, Jan Obłój
| Year of publication: |
2019
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|---|---|
| Authors: | Burzoni, Matteo ; Frittelli, Marco ; Hou, Zhaoxu ; Maggis, Marco ; Obłój, Jan |
| Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 44.2019, 3, p. 1034-1057
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| Subject: | robust modelling approach | fundamental theorem of asset pricing | superhedging duality | semistatic optimization | pointwise stochastic analysis | arbitrage pricing theory | model ambiguity | Knightian uncertainty | Theorie | Theory | CAPM | Arbitrage Pricing | Arbitrage pricing | Portfolio-Management | Portfolio selection | Entscheidung unter Unsicherheit | Decision under uncertainty | Stochastischer Prozess | Stochastic process | Arbitrage |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/moor.2018.0956 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012105893