Asymptotic arbitrage in fractional mixed markets (Q2326514)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic arbitrage in fractional mixed markets |
scientific article |
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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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