Articles by Andy Zhang
Risk-averse dynamic arbitrage in illiquid markets
This paper introduces the concept of risk-averse dynamic arbitrage using a general time-consistent dynamic risk measure and a risk-aversion threshold level.
Risk.net
- English
- 登録
- 購読
- ログイン
- マイアカウント
-
ようこそ
-
You are currently accessing Risk.net via your Enterprise account.
If you already have an account please use the link below to sign in.
If you have any problems with your access or would like to request an individual access account please contact our customer service team.
Phone: 1+44 (0)870 240 8859
-
-
ようこそ
-
You are currently accessing Risk.net via your institutional login.
If you already have an account please use the link below to sign in.
If you have any problems with your access, contact our customer services team.
Phone: +44 20 7316 9685
-