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20142026
most citedPrediction of motor insurance claims occurrence as an imbalanced machine learning problem

6 citations · 8 across the 7 of their papers we have counts for

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q-fin.PR2014

Arbitrage in markets with bid-ask spreads

Przemysław Rola

In this paper a finite discrete time market with an arbitrary state space and bid-ask spreads is considered. The notion of an equivalent bid-ask martingale measure (EBAMM) is intro…