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Weak time-derivatives and no-arbitrage pricing.
Massimo Marinacci
Federico Severino
Published in:
Finance Stochastics (2018)
Keyphrases
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financial markets
higher order
stock price
database
dynamic pricing
quasi invariant
portfolio management
evolutionary algorithm
case study
information systems
risk management
genetic algorithm
information retrieval
data mining
neural network
profit maximization
double exponential
databases