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Showing 2014 · math.PRShow all
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math.PR2014
Dynamical systems with heavy-tailed random parameters
Vladimir Belitsky, Mikhail Menshikov, Dimitri Petritis +1
Motivated by the study of the time evolution of random dynamical systems arising in a vast variety of domains --- ranging from physics to ecology ---, we establish conditions for t…
math.PR2014
Trajectory Based Models, Arbitrage and Continuity
Alexander Alvarez, Sebastian Ferrando
The paper develops no arbitrage results for trajectory based models by imposing general constraints on the trading portfolios. The main condition imposed, in order to avoid arbitra…