2 papers
q-fin.MF2019
A Relation between Short-Term and Long-Term Arbitrage
P. Liebrich
In this work a relation between a measure of short-term arbitrage in the market and the excess growth of portfolios as a notion of long-term arbitrage is established. The former or…
hep-th2019
Covariant Canonical Quantization
P. Liebrich
A formulation of Covariant Canonical Quantization is discussed, which works on an extended Hilbert space and reduces to conventional canonical quantization when constraining to the…