A Note on Asymptotic Exponential Arbitrage with Exponentially Decaying Failure Probability (Q2854082)

From MaRDI portal
Revision as of 23:40, 6 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
A Note on Asymptotic Exponential Arbitrage with Exponentially Decaying Failure Probability
scientific article

    Statements

    A Note on Asymptotic Exponential Arbitrage with Exponentially Decaying Failure Probability (English)
    0 references
    0 references
    0 references
    17 October 2013
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    asymptotic exponential arbitrage
    0 references
    continuous semimartingale model
    0 references
    large deviations
    0 references
    0 references
    0 references