On long-term arbitrage opportunities in Markovian models of financial markets
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Publication:1931649
DOI10.1007/s10479-011-0892-5zbMath1255.90084MaRDI QIDQ1931649
Martin L. D. Mbele Bidima, Miklós Rásonyi
Publication date: 15 January 2013
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-011-0892-5
90C15: Stochastic programming
91B70: Stochastic models in economics
60F10: Large deviations
91G80: Financial applications of other theories
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