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On the existence of sure profits via flash strategies - MaRDI portal

On the existence of sure profits via flash strategies (Q5226247)

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scientific article; zbMATH DE number 7087498
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English
On the existence of sure profits via flash strategies
scientific article; zbMATH DE number 7087498

    Statements

    title
    On the existence of sure profits via flash strategies (English)
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    author
    Claudio Fontana
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    Markus Pelger
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    Eckhard Platen
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    publication date
    31 July 2019
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    zbMATH Keywords
    arbitrage
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    predictable time
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    right-continuity
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    semimartingale
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    high-frequency trading
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    Identifiers

    DOI
    10.1017/jpr.2019.32
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    Mathematics Subject Classification ID
    91G10
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    60G44
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    60H30
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    zbMATH DE Number
    7087498
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    OpenAlex ID
    W2964641094
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    arXiv ID
    1708.03099
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