Matteo Burzoni, Marco Frittelli, Zhaoxu Hou, Marco Maggis, Jan Oblój. Pointwise Arbitrage Pricing Theory in Discrete Time. Math. Oper. Res., 44(3):1034-1057, 2019. [doi]
@article{BurzoniFHMO19,
title = {Pointwise Arbitrage Pricing Theory in Discrete Time},
author = {Matteo Burzoni and Marco Frittelli and Zhaoxu Hou and Marco Maggis and Jan Oblój},
year = {2019},
doi = {10.1287/moor.2018.0956},
url = {https://doi.org/10.1287/moor.2018.0956},
researchr = {https://researchr.org/publication/BurzoniFHMO19},
cites = {0},
citedby = {0},
journal = {Math. Oper. Res.},
volume = {44},
number = {3},
pages = {1034-1057},
}