Asymptotic arbitrage in fractional mixed markets (Q2326514): Difference between revisions

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+.02953
@@ Property / arXiv ID: 1602.02953 / rank @@
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+Mixed fractional Brownian motion
@@ Property / cites work: Mixed fractional Brownian motion / rank @@
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@@ Property / cites work @@
+CRITICAL TRANSACTION COSTS AND 1-STEP ASYMPTOTIC ARBITRAGE IN FRACTIONAL BINARY MARKETS
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+Strong asymptotic arbitrage in the large fractional binary market
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+An extended dichotomy theorem for sequences of pairs of Gaussian measures
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+The fundamental theorem of asset pricing for continuous processes under small transaction costs
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@@ Property / cites work @@
+Q3136462
@@ Property / cites work: Q3136462 / rank @@
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+Q4778955
@@ Property / cites work: Q4778955 / rank @@
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+Asymptotic arbitrage in large financial markets
@@ Property / cites work: Asymptotic arbitrage in large financial markets / rank @@
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+Equivalent martingale measures for large financial markets in discrete time
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+W2272448677
@@ Property / OpenAlex ID: W2272448677 / rank @@
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