On free lunches in random walk markets with short-sale constraints and small transaction costs, and weak convergence to Gaussian continuous-time processes (Q398201)
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scientific article
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| English | On free lunches in random walk markets with short-sale constraints and small transaction costs, and weak convergence to Gaussian continuous-time processes |
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Statements
On free lunches in random walk markets with short-sale constraints and small transaction costs, and weak convergence to Gaussian continuous-time processes (English)
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12 August 2014
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stock price model
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random walk
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Gaussian processes
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weak convergence
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0.8026461601257324
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0.7715895175933838
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0.7666200995445251
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0.7656267285346985
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0.7595085501670837
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