Asymptotic proportion of arbitrage points in fractional binary markets (Q901293)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Asymptotic proportion of arbitrage points in fractional binary markets
scientific article

    Statements

    Asymptotic proportion of arbitrage points in fractional binary markets (English)
    0 references
    0 references
    0 references
    0 references
    23 December 2015
    0 references
    0 references
    0 references
    0 references
    0 references
    fractional Brownian motion
    0 references
    fractional binary markets
    0 references
    binary markets
    0 references
    arbitrage opportunities
    0 references
    0 references
    0 references