no code implementations • 5 May 2023 • Lorenz Riess, Mathias Beiglböck, Johannes Temme, Andreas Wolf, Julio Backhoff
The increasing availability of granular and big data on various objects of interest has made it necessary to develop methods for condensing this information into a representative and intelligible map.
no code implementations • 29 Sep 2022 • Beatrice Acciaio, Julio Backhoff, Gudmund Pammer
In this paper we provide a quantitative analysis to the concept of arbitrage, that allows to deal with model uncertainty without imposing the no-arbitrage condition.