Pages that link to "Item:Q1931649"
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The following pages link to On long-term arbitrage opportunities in Markovian models of financial markets (Q1931649):
Displaying 6 items.
- Arbitrage in stationary markets (Q1022419) (← links)
- On modelling long term stock returns with ergodic diffusion processes: arbitrage and arbitrage-free specifications (Q1039919) (← links)
- Asymptotic exponential arbitrage in the Schwartz commodity futures model (Q2330297) (← links)
- Asymptotic exponential arbitrage and utility-based asymptotic arbitrage in Markovian models of financial markets (Q2355115) (← links)
- A note on asymptotic exponential arbitrage with exponentially decaying failure probability (Q2854082) (← links)
- Learning Theory (Q5473641) (← links)