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Pointwise Arbitrage Pricing Theory in Discrete Time.

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Bibliographic Details
Title: Pointwise Arbitrage Pricing Theory in Discrete Time.
Authors: Burzoni, Matteo1 (AUTHOR), Frittelli, Marco2 (AUTHOR), Hou, Zhaoxu3 (AUTHOR), Maggis, Marco2 (AUTHOR), Obłój, Jan3 (AUTHOR)
Source: Mathematics of Operations Research (INFORMS). Aug2019, Vol. 44 Issue 3, p1034-1057. 24p.
Database: Business Source Ultimate
Description
ISSN:0364765X
DOI:10.1287/moor.2018.0956