Strong asymptotic arbitrage in the large fractional binary market (Q253102): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1501.07445 / rank | |||
Normal rank | |||
Revision as of 11:56, 18 April 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)
0 references
8 March 2016
0 references
fractional Brownian motion
0 references
fractional binary markets
0 references
asymptotic arbitrage
0 references
transaction costs
0 references
stopping time
0 references
law of large numbers
0 references
