Strong asymptotic arbitrage in the large fractional binary market (Q253102)
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scientific article; zbMATH DE number 6551190
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| English | Strong asymptotic arbitrage in the large fractional binary market |
scientific article; zbMATH DE number 6551190 |
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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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0.8769822120666504
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0.8457373976707458
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0.8186772465705872
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0.8138957023620605
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0.8014615774154663
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