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

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-.1007/s11579-015-0155-3
@@ Property / DOI: 10.1007/s11579-015-0155-3 / rank @@
-Normal rank
@@ Property / arXiv ID @@
+.07445
@@ Property / arXiv ID: 1501.07445 / rank @@
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+CRITICAL TRANSACTION COSTS AND 1-STEP ASYMPTOTIC ARBITRAGE IN FRACTIONAL BINARY MARKETS
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+BINARY MARKETS UNDER TRANSACTION COSTS
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+Asymptotic proportion of arbitrage points in fractional binary markets
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+A quantitative and a dual version of the Halmos-Savage theorem with applications to mathematical finance
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+Fractional Brownian Motions, Fractional Noises and Applications
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+Arbitrage with Fractional Brownian Motion
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@@ Property / DOI @@
+.1007/S11579-015-0155-3
@@ Property / DOI: 10.1007/S11579-015-0155-3 / rank @@
+Normal rank