Strong asymptotic arbitrage in the large fractional binary market (Q253102): Difference between revisions

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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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Revision as of 11:45, 27 June 2023

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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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