Asymptotic proportion of arbitrage points in fractional binary markets (Q901293)
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scientific article; zbMATH DE number 6524133
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| English | Asymptotic proportion of arbitrage points in fractional binary markets |
scientific article; zbMATH DE number 6524133 |
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Asymptotic proportion of arbitrage points in fractional binary markets (English)
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23 December 2015
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fractional Brownian motion
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fractional binary markets
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binary markets
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arbitrage opportunities
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0.8457373976707458
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0.8192815184593201
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0.7983964681625366
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0.7842506766319275
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0.764176607131958
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