Robust arbitrage conditions for financial markets
Year of publication: |
2021
|
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Authors: | Singh, Derek ; Zhang, Shuzong |
Published in: |
Operations research forum. - Cham : Springer International Publishing, ISSN 2662-2556, ZDB-ID 2978290-9. - Vol. 2.2021, 3, Art.-No. 34, p. 1-51
|
Subject: | Abitrage | Statistical arbitrage | Farkas lemma | Robust optimization | Wasserstein distance | Lagrangian duality | Theorie | Theory | Arbitrage | Robustes Verfahren | Robust statistics | Arbitrage Pricing | Arbitrage pricing | Mathematische Optimierung | Mathematical programming | Martingal | Martingale | Finanzmarkt | Financial market |
Description of contents: | Description [doi.org] |
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