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No-arbitrage up to random horizon for quasi-left-continuous models.

Anna AksamitTahir ChoulliJun DengMonique Jeanblanc
Published in: Finance Stochastics (2017)
Keyphrases
  • experimental data
  • case study
  • statistical models
  • real time
  • artificial intelligence
  • bayesian networks
  • probabilistic model
  • markov random field
  • statistical model
  • bayesian framework