No-arbitrage bounds for financial scenarios.
Alois GeyerMichael HankeAlex WeissensteinerPublished in: Eur. J. Oper. Res. (2014)
Keyphrases
- stock price
- financial markets
- upper bound
- portfolio management
- lower bound
- stock market
- worst case
- portfolio optimization
- decision making
- upper and lower bounds
- lower and upper bounds
- error bounds
- financial data
- risk management
- tight bounds
- worst case bounds
- confidence bounds
- real time
- fraud detection
- learning scenarios
- non stationary
- search engine
- real world