Optimal arbitrage under model uncertainty
- 期刊名称The Annals of Applied Probability
- 作者Fernholz, Daniel; Karatzas, Ioannis
- 卷第21卷
- 期第6期
- 印刷ISSN1050-5164
- 文件大小397.42KB
- 发表时间2011-12
- DOI10.1214/10-AAP755
- 页码2191-2225
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