Asymptotic arbitrage in fractional mixed markets (Q2326514): Difference between revisions

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Asymptotic arbitrage in fractional mixed markets
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    Asymptotic arbitrage in fractional mixed markets (English)
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    8 October 2019
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    mixed fractional Brownian motion
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    relative entropy
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    large financial market
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    entire asymptotic separation
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    strong asymptotic arbitrage
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