Zobrazeno 1 - 5
of 5
pro vyhledávání: '"Ferrando, S. E."'
Supermartingales are here defined on a non-probabilistic setting and can be interpreted solely in terms of superhedging operations. The classical expectation operator is replaced by a pair of subadditive operators one of them providing a class of nul
Externí odkaz:
http://arxiv.org/abs/2312.14445
The no-arbitrage property is widely accepted to be a centerpiece of modern financial mathematics and could be considered to be a financial law applicable to a large class of (idealized) markets. The paper addresses the following basic question: can o
Externí odkaz:
http://arxiv.org/abs/2008.06184
Autor:
Ferrando, S. E.1 ferrando@ryerson.ca, Gonzalez, A. L.2 algonzal@mdp.edu.ar
Publikováno v:
New York Journal of Mathematics. 2018, Vol. 24, p702-738. 37p.
Autor:
Ferrando, S. E., Kolasa, L. A.
Publikováno v:
Journal of Computational and Applied Mathematics; 2001, Vol. 136 Issue: 1 p357-367, 11p
Publikováno v:
Signal Processing; 2000, Vol. 80 Issue: 10 p2099-2120, 22p