Pages that link to "Item:Q1938994"
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The following pages link to Asymptotic arbitrage in large financial markets with friction (Q1938994):
Displaying 11 items.
- Strong asymptotic arbitrage in the large fractional binary market (Q253102) (← links)
- Asymptotic arbitrage and numéraire portfolios in large financial markets (Q928500) (← links)
- Asymptotic arbitrage and large deviations (Q941014) (← links)
- Asymptotic arbitrage in large financial markets (Q1381309) (← links)
- Arbitrage and the flattening effect of large numbers (Q1381961) (← links)
- Necessary and sufficient conditions for weak no-arbitrage in securities markets with frictions (Q1772980) (← links)
- Financial innovation and arbitrage pricing in frictional economies (Q1804627) (← links)
- Asymptotic arbitrage with small transaction costs (Q2255014) (← links)
- Maximizing expected utility in the arbitrage pricing model (Q2627954) (← links)
- CRITICAL TRANSACTION COSTS AND 1-STEP ASYMPTOTIC ARBITRAGE IN FRACTIONAL BINARY MARKETS (Q2947342) (← links)
- Large Financial Markets, Discounting, and No Asymptotic Arbitrage (Q5120709) (← links)