Stability of no-arbitrage property under model uncertainty
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References listed on IDEAS
- Shi, Jian & Lau, Tai-Shing, 2000. "Empirical Likelihood for Partially Linear Models," Journal of Multivariate Analysis, Elsevier, vol. 72(1), pages 132-148, January.
- Hengjian Cui & Efang Kong, 2006. "Empirical Likelihood Confidence Region for Parameters in Semi-linear Errors-in-Variables Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 33(1), pages 153-168.
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KeywordsStability; Robustness; Financial market; No-arbitrage; Total variation distance;
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