Universal strategies for diffusion markets and possibility of asymptotic arbitrage (Q977147): Difference between revisions

@@ Property / DOI @@
-.1016/j.insmatheco.2004.01.004
@@ Property / DOI: 10.1016/j.insmatheco.2004.01.004 / rank @@
-Normal rank
@@ Property / author @@
-Nikolai G. Dokuchaev
@@ Property / author: Nikolai G. Dokuchaev / rank @@
-Normal rank
@@ Property / author @@
-Savkin, Andrey V.
@@ Property / author: Savkin, Andrey V. / rank @@
-Normal rank
@@ Property / author @@
+Nikolai G. Dokuchaev
@@ Property / author: Nikolai G. Dokuchaev / rank @@
+Normal rank
@@ Property / author @@
+Savkin, Andrey V.
@@ Property / author: Savkin, Andrey V. / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+Publication
@@ Property / MaRDI profile type: Publication / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2004.01.004
+Normal rank
@@ Property / OpenAlex ID @@
+W1988079868
@@ Property / OpenAlex ID: W1988079868 / rank @@
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@@ Property / cites work @@
+Universal Portfolios
@@ Property / cites work: Universal Portfolios / rank @@
+Normal rank
@@ Property / cites work @@
+Equivalent martingale measures and no-arbitrage in stochastic securities market models
+Normal rank
@@ Property / cites work @@
+Dynamic portfolio strategies: Quantitative methods and empirical rules for incomplete information
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+A bounded risk strategy for a market with non-observable parameters.
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+Multiperiod security markets with differential information
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@@ Property / cites work @@
+Q4868516
@@ Property / cites work: Q4868516 / rank @@
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@@ Property / cites work @@
+Martingales and arbitrage in multiperiod securities markets
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@@ Property / cites work @@
+Martingales and stochastic integrals in the theory of continuous trading
+Normal rank
@@ Property / cites work @@
+Martingales and arbitage in securities markets with transaction costs
+Normal rank
@@ Property / cites work @@
+Q4357647
@@ Property / cites work: Q4357647 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4845604
@@ Property / cites work: Q4845604 / rank @@
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@@ Property / cites work @@
+Asymptotic arbitrage in large financial markets
@@ Property / cites work: Asymptotic arbitrage in large financial markets / rank @@
+Normal rank
@@ Property / cites work @@
+Q4368791
@@ Property / cites work: Q4368791 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4384413
@@ Property / cites work: Q4384413 / rank @@
+Normal rank
@@ Property / cites work @@
+Arbitrage and equilibrium in economies with infinitely many commodities
+Normal rank
@@ Property / DOI @@
+.1016/J.INSMATHECO.2004.01.004
@@ Property / DOI: 10.1016/J.INSMATHECO.2004.01.004 / rank @@
+Normal rank