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Envelopes of equivalent martingale measures and a generalized no-arbitrage principle in a finite setting.

Andrea CinfrigniniDavide PetturitiBarbara Vantaggi
Published in: Ann. Oper. Res. (2023)
Keyphrases
  • change detection
  • finite dimensional
  • multiscale
  • stock price
  • support vector
  • finite number
  • real valued functions