Search Results - subject:"robust no-arbitrage"

Bayraktar, Erhan; Zhang, Yuchong; Zhou, Zhou - In: Risks 2 (2014) 4, pp. 425-433

) are quoted with bid-ask spreads. In this set-up, we need to work with the notion of robust no-arbitrage which turns out to …

Persistent link: https://www.econbiz.de/10011709513

Bayraktar, Erhan; Zhang, Yuchong; Zhou, Zhou - In: Risks 2 (2014) 4, pp. 425-433

) are quoted with bid-ask spreads. In this set-up, we need to work with the notion of robust no-arbitrage which turns out to …

Persistent link: https://www.econbiz.de/10010945692

Bayraktar, Erhan; Zhang, Yuchong; Zhou, Zhou - In: Risks : open access journal 2 (2014) 4, pp. 425-433

) are quoted with bid-ask spreads. In this set-up, we need to work with the notion of robust no-arbitrage which turns out to …

Persistent link: https://www.econbiz.de/10010489073