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Market models with optimal arbitrage

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https://hal.archives-ouvertes.fr/hal-01172490
Contributor : Serena Benassù <>
Submitted on : Tuesday, July 7, 2015 - 2:43:38 PM
Last modification on : Friday, March 27, 2020 - 4:01:56 AM

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  • HAL Id : hal-01172490, version 1

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H.N. Chau, P. Tankov. Market models with optimal arbitrage. SIAM Journal on Financial Mathematics, Society for Industrial and Applied Mathematics 2015, 6 (1), pp.66-85. ⟨hal-01172490⟩

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