Strong asymptotic arbitrage in the large fractional binary market (Q253102): Difference between revisions

@@ Property / DOI @@
-.1007/s11579-015-0155-3
@@ Property / DOI: 10.1007/s11579-015-0155-3 / rank @@
-Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G22
@@ Property / Mathematics Subject Classification ID: 60G22 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G40
@@ Property / Mathematics Subject Classification ID: 60G40 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F15
@@ Property / Mathematics Subject Classification ID: 60F15 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G50
@@ Property / Mathematics Subject Classification ID: 60G50 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B24
@@ Property / Mathematics Subject Classification ID: 91B24 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B26
@@ Property / Mathematics Subject Classification ID: 91B26 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G80
@@ Property / Mathematics Subject Classification ID: 91G80 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6551190
@@ Property / zbMATH DE Number: 6551190 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+fractional Brownian motion
@@ Property / zbMATH Keywords: fractional Brownian motion / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+fractional binary markets
@@ Property / zbMATH Keywords: fractional binary markets / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+asymptotic arbitrage
@@ Property / zbMATH Keywords: asymptotic arbitrage / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+transaction costs
@@ Property / zbMATH Keywords: transaction costs / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stopping time
@@ Property / zbMATH Keywords: stopping time / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+law of large numbers
@@ Property / zbMATH Keywords: law of large numbers / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q59470366
@@ Property / Wikidata QID: Q59470366 / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+Publication
@@ Property / MaRDI profile type: Publication / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3101768219
@@ Property / OpenAlex ID: W3101768219 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.07445
@@ Property / arXiv ID: 1501.07445 / rank @@
+Normal rank
@@ Property / cites work @@
+Fractional Processes as Models in Stochastic Finance
+Normal rank
@@ Property / cites work @@
+A maximal inequality and dependent strong laws
@@ Property / cites work: A maximal inequality and dependent strong laws / rank @@
+Normal rank
@@ Property / cites work @@
+Arbitrage in fractional Brownian motion models
@@ Property / cites work: Arbitrage in fractional Brownian motion models / rank @@
+Normal rank
@@ Property / cites work @@
+Q3396055
@@ Property / cites work: Q3396055 / rank @@
+Normal rank
@@ Property / cites work @@
+CRITICAL TRANSACTION COSTS AND 1-STEP ASYMPTOTIC ARBITRAGE IN FRACTIONAL BINARY MARKETS
+Normal rank
@@ Property / cites work @@
+BINARY MARKETS UNDER TRANSACTION COSTS
@@ Property / cites work: BINARY MARKETS UNDER TRANSACTION COSTS / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic proportion of arbitrage points in fractional binary markets
+Normal rank
@@ Property / cites work @@
+On the strong law of large numbers for pairwise independent random variables
+Normal rank
@@ Property / cites work @@
+A general version of the fundamental theorem of asset pricing
+Normal rank
@@ Property / cites work @@
+The fundamental theorem of asset pricing for continuous processes under small transaction costs
+Normal rank
@@ Property / cites work @@
+Q4845604
@@ Property / cites work: Q4845604 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic arbitrage in large financial markets
@@ Property / cites work: Asymptotic arbitrage in large financial markets / rank @@
+Normal rank
@@ Property / cites work @@
+Q4384413
@@ Property / cites work: Q4384413 / rank @@
+Normal rank
@@ Property / cites work @@
+A quantitative and a dual version of the Halmos-Savage theorem with applications to mathematical finance
+Normal rank
@@ Property / cites work @@
+Asymptotic arbitrage with small transaction costs
@@ Property / cites work: Asymptotic arbitrage with small transaction costs / rank @@
+Normal rank
@@ Property / cites work @@
+Fractional Brownian Motions, Fractional Noises and Applications
+Normal rank
@@ Property / cites work @@
+Arbitrage with Fractional Brownian Motion
@@ Property / cites work: Arbitrage with Fractional Brownian Motion / rank @@
+Normal rank
@@ Property / cites work @@
+Fractional Brownian motion, random walks and binary market models
+Normal rank
@@ Property / DOI @@
+.1007/S11579-015-0155-3
@@ Property / DOI: 10.1007/S11579-015-0155-3 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:253102