Some no-arbitrage rules under short-sales constraints, and applications to converging asset prices.

Delia Coculescu Monique Jeanblanc

Published in: Finance Stochastics (2019)

Keyphrases

rule based systems
association rules
financial markets
dynamic pricing
domain knowledge
association rule mining
attribute values
constraint satisfaction
constrained optimization
derivation rules
neural network
optimal solution
rule sets
geometric constraints
constraint language
market data