Matches in DBpedia 2015-10 for { <http://dbpedia.org/resource/No_free_lunch_with_vanishing_risk> ?p ?o }
Showing triples 1 to 38 of
38
with 100 triples per page.
- No_free_lunch_with_vanishing_risk abstract "No free lunch with vanishing risk (NFLVR) is a no-arbitrage argument. We have free lunch with vanishing risk if by utilizing a sequence of tame self-financing portfolios which converge to an arbitrage strategy, we can approximate a self-financing portfolio (called the free lunch with vanishing risk).".
- No_free_lunch_with_vanishing_risk wikiPageID "30759480".
- No_free_lunch_with_vanishing_risk wikiPageLength "2254".
- No_free_lunch_with_vanishing_risk wikiPageOutDegree "13".
- No_free_lunch_with_vanishing_risk wikiPageRevisionID "581776683".
- No_free_lunch_with_vanishing_risk wikiPageWikiLink Admissible_trading_strategy.
- No_free_lunch_with_vanishing_risk wikiPageWikiLink Arbitrage.
- No_free_lunch_with_vanishing_risk wikiPageWikiLink Category:Financial_markets.
- No_free_lunch_with_vanishing_risk wikiPageWikiLink Category:Mathematical_finance.
- No_free_lunch_with_vanishing_risk wikiPageWikiLink Closure_(topology).
- No_free_lunch_with_vanishing_risk wikiPageWikiLink Equivalent_martingale_measure.
- No_free_lunch_with_vanishing_risk wikiPageWikiLink Financial_market.
- No_free_lunch_with_vanishing_risk wikiPageWikiLink If_and_only_if.
- No_free_lunch_with_vanishing_risk wikiPageWikiLink Norm_topology.
- No_free_lunch_with_vanishing_risk wikiPageWikiLink Operator_norm.
- No_free_lunch_with_vanishing_risk wikiPageWikiLink Risk-neutral_measure.
- No_free_lunch_with_vanishing_risk wikiPageWikiLink Self-financing_portfolio.
- No_free_lunch_with_vanishing_risk wikiPageWikiLink Semimartingale.
- No_free_lunch_with_vanishing_risk wikiPageWikiLink Sigma-martingale.
- No_free_lunch_with_vanishing_risk wikiPageWikiLinkText "No free lunch with vanishing risk".
- No_free_lunch_with_vanishing_risk wikiPageWikiLinkText "no free lunch with vanishing risk".
- No_free_lunch_with_vanishing_risk hasPhotoCollection No_free_lunch_with_vanishing_risk.
- No_free_lunch_with_vanishing_risk wikiPageUsesTemplate Template:Finance_stub.
- No_free_lunch_with_vanishing_risk wikiPageUsesTemplate Template:Main.
- No_free_lunch_with_vanishing_risk wikiPageUsesTemplate Template:Reflist.
- No_free_lunch_with_vanishing_risk subject Category:Financial_markets.
- No_free_lunch_with_vanishing_risk subject Category:Mathematical_finance.
- No_free_lunch_with_vanishing_risk hypernym Argument.
- No_free_lunch_with_vanishing_risk type Field.
- No_free_lunch_with_vanishing_risk type Market.
- No_free_lunch_with_vanishing_risk type Occupation.
- No_free_lunch_with_vanishing_risk comment "No free lunch with vanishing risk (NFLVR) is a no-arbitrage argument. We have free lunch with vanishing risk if by utilizing a sequence of tame self-financing portfolios which converge to an arbitrage strategy, we can approximate a self-financing portfolio (called the free lunch with vanishing risk).".
- No_free_lunch_with_vanishing_risk label "No free lunch with vanishing risk".
- No_free_lunch_with_vanishing_risk sameAs m.0gfdj3r.
- No_free_lunch_with_vanishing_risk sameAs Q7045227.
- No_free_lunch_with_vanishing_risk sameAs Q7045227.
- No_free_lunch_with_vanishing_risk wasDerivedFrom No_free_lunch_with_vanishing_risk?oldid=581776683.
- No_free_lunch_with_vanishing_risk isPrimaryTopicOf No_free_lunch_with_vanishing_risk.