Pages that link to "Item:Q2355115"
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The following pages link to Asymptotic exponential arbitrage and utility-based asymptotic arbitrage in Markovian models of financial markets (Q2355115):
Displaying 5 items.
- Universal strategies for diffusion markets and possibility of asymptotic arbitrage (Q977147) (← links)
- On long-term arbitrage opportunities in Markovian models of financial markets (Q1931649) (← links)
- A jump-diffusion model for pricing electricity under price-cap regulation (Q2179029) (← links)
- Asymptotic exponential arbitrage in the Schwartz commodity futures model (Q2330297) (← links)
- A note on asymptotic exponential arbitrage with exponentially decaying failure probability (Q2854082) (← links)