Universal arbitrage aggregator in discrete-time markets under uncertainty.
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| Title: | Universal arbitrage aggregator in discrete-time markets under uncertainty. |
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| 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 |
| ISSN: | 09492984 |
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| DOI: | 10.1007/s00780-015-0283-x |