Time-Consistent Asymptotic Exponential Arbitrage with Small Probable Maximum Loss
Crossref DOI link: https://doi.org/10.1007/s11401-019-0147-3
Published Online: 2019-06-14
Published Print: 2019-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Li, Jinfeng
Text and Data Mining valid from 2019-06-14
Version of Record valid from 2019-06-14
Article History
Received: 22 October 2018
First Online: 14 June 2019