Strong asymptotic arbitrage in the large fractional binary market (Q253102): Difference between revisions
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Revision as of 12:09, 7 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong asymptotic arbitrage in the large fractional binary market |
scientific article |
Statements
Strong asymptotic arbitrage in the large fractional binary market (English)
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8 March 2016
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fractional Brownian motion
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fractional binary markets
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asymptotic arbitrage
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transaction costs
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stopping time
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law of large numbers
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