On long-term arbitrage opportunities in Markovian models of financial markets (Q1931649): Difference between revisions

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Latest revision as of 02:59, 6 July 2024

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On long-term arbitrage opportunities in Markovian models of financial markets
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    On long-term arbitrage opportunities in Markovian models of financial markets (English)
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    15 January 2013
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    asymptotic arbitrage
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    large deviations
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    Markov chains
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    loss probability
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