On long-term arbitrage opportunities in Markovian models of financial markets (Q1931649): Difference between revisions
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Revision as of 05:15, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On long-term arbitrage opportunities in Markovian models of financial markets |
scientific article |
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On long-term arbitrage opportunities in Markovian models of financial markets (English)
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15 January 2013
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asymptotic arbitrage
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large deviations
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Markov chains
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loss probability
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