Stability of no-arbitrage property under model uncertainty
Year of publication: |
2013
|
---|---|
Authors: | Ostrovski, Vladimir |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 1, p. 89-92
|
Publisher: |
Elsevier |
Subject: | Stability | Robustness | Financial market | No-arbitrage | Total variation distance |
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