Universal arbitrage aggregator in discrete-time markets under uncertainty.

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Bibliographic Details
Title: Universal arbitrage aggregator in discrete-time markets under uncertainty.
Authors: Burzoni, Matteo1 matteo.burzoni@unimi.it, Frittelli, Marco1 marco.frittelli@unimi.it, Maggis, Marco1 marco.maggis@unimi.it
Source: Finance & Stochastics. Jan2016, Vol. 20 Issue 1, p1-50. 50p.
Database: Business Source Ultimate
Description
ISSN:09492984
DOI:10.1007/s00780-015-0283-x