Pointwise Arbitrage Pricing Theory in Discrete Time
- Burzoni, Matteo ORCID ETH Zurich, 8092 Zürich, Switzerland;
- Frittelli, Marco ORCID University of Milan, 20133 Milano, Lombardia, Italy;
- Hou, Zhaoxu University of Oxford, Oxford OX2 6GG, United Kingdom;
- Maggis, Marco ORCID University of Milan, 20133 Milano, Lombardia, Italy;
- Obłój, Jan ORCID University of Oxford, Oxford OX2 6GG, United Kingdom
Published in:
- Mathematics of Operations Research. - Institute for Operations Research and the Management Sciences (INFORMS). - 2019, vol. 44, no. 3, p. 1034-1057
- Language
-
- English
- Open access status
- bronze
- Identifiers
-
- DOI 10.1287/moor.2018.0956
- ISSN 0364-765X
- Persistent URL
- https://sonar.ch/global/documents/15629
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