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Results: 2
On optimal arbitrage
Authors: Fernholz, Daniel Karatzas,Ioannis
Citation: Fernholz, Daniel et Karatzas,ioannis, On optimal arbitrage, Annals of applied probability , 20(4), 2010, pp. 1179-1204
Optimal arbitrage under model uncertainty
Authors: Fernholz, Daniel Karatzas,Ioannis
Citation: Fernholz, Daniel et Karatzas,ioannis, Optimal arbitrage under model uncertainty, Annals of applied probability , 21(6), 2011, pp. 2191-2225
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