View in EDS HTML Full Text PDF Full Text

Robust martingale selection problem and its connections to the no‐arbitrage theory.

Saved in:
Bibliographic Details
Title: Robust martingale selection problem and its connections to the no‐arbitrage theory.
Authors: Burzoni, Matteo1 (AUTHOR), Šikić, Mario2 (AUTHOR) mario.sikic@bf.uzh.ch
Source: Mathematical Finance. Jan2020, Vol. 30 Issue 1, p260-286. 27p.
Database: Mathematics Source
Full text is not displayed to guests.
FullText Links:
  – Type: pdflink
Text:
  Availability: 1
Header DbId: msf
DbLabel: Mathematics Source
An: 141075614
AccessLevel: 2
PubType: Academic Journal
PubTypeId: academicJournal
PreciseRelevancyScore: 0
IllustrationInfo
Items – Name: Title
  Label: Title
  Group: Ti
  Data: Robust martingale selection problem and its connections to the no‐arbitrage theory.
– Name: Author
  Label: Authors
  Group: Au
  Data: <searchLink fieldCode="AR" term="%22Burzoni%2C+Matteo%22">Burzoni, Matteo</searchLink><relatesTo>1</relatesTo> (AUTHOR)<br /><searchLink fieldCode="AR" term="%22Šikić%2C+Mario%22">Šikić, Mario</searchLink><relatesTo>2</relatesTo> (AUTHOR)<i> mario.sikic@bf.uzh.ch</i>
– Name: TitleSource
  Label: Source
  Group: Src
  Data: <searchLink fieldCode="JN" term="%22Mathematical+Finance%22">Mathematical Finance</searchLink>. Jan2020, Vol. 30 Issue 1, p260-286. 27p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=msf&AN=141075614
RecordInfo BibRecord:
  BibEntity:
    Identifiers:
      – Type: doi
        Value: 10.1111/mafi.12225
    Languages:
      – Code: eng
        Text: English
    PhysicalDescription:
      Pagination:
        PageCount: 27
        StartPage: 260
    Titles:
      – TitleFull: Robust martingale selection problem and its connections to the no‐arbitrage theory.
        Type: main
  BibRelationships:
    HasContributorRelationships:
      – PersonEntity:
          Name:
            NameFull: Burzoni, Matteo
      – PersonEntity:
          Name:
            NameFull: Šikić, Mario
    IsPartOfRelationships:
      – BibEntity:
          Dates:
            – D: 01
              M: 01
              Text: Jan2020
              Type: published
              Y: 2020
          Identifiers:
            – Type: issn-print
              Value: 09601627
          Numbering:
            – Type: volume
              Value: 30
            – Type: issue
              Value: 1
          Titles:
            – TitleFull: Mathematical Finance
              Type: main
ResultId 1