Realistic Models of Financial Market and Structural Stability
The main aim of this article is to show the role of structural stability in financial modelling; that is, a specific “no-arbitrage” property is unaffected by small perturbations of the model’s dynamics. We prove that under the structural stability assumption, given a convex compact-valued multifunct...
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| Format: | Article |
| Language: | English |
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Hindawi Limited
2021-01-01
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| Series: | Journal of Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2021/6651324 |