On free lunches in random walk markets with short-sale constraints and small transaction costs, and weak convergence to Gaussian continuous-time processes (Q398201)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On free lunches in random walk markets with short-sale constraints and small transaction costs, and weak convergence to Gaussian continuous-time processes |
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On free lunches in random walk markets with short-sale constraints and small transaction costs, and weak convergence to Gaussian continuous-time processes (English)
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12 August 2014
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stock price model
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random walk
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Gaussian processes
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weak convergence
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