Strong asymptotic arbitrage in the large fractional binary market (Q253102): Difference between revisions
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Revision as of 23:50, 4 March 2024
scientific article
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English | Strong asymptotic arbitrage in the large fractional binary market |
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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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