Arbitrage in stationary markets
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Publication:1022419
DOI10.1007/s10203-008-0083-2zbMath1165.91398OpenAlexW3121318510MaRDI QIDQ1022419
Dhruv Kapoor, Igor V. Evstigneev
Publication date: 22 June 2009
Published in: Decisions in Economics and Finance (Search for Journal in Brave)
Full work available at URL: http://hummedia.manchester.ac.uk/schools/soss/economics/discussionpapers/EDP-0619.pdf
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- Volatility-induced financial growth
- Arbitrage and Growth Rate for Riskless Investments in a Stationary Economy
- Optimal Investment Selection with a Multitude of Projects
- Stochastic finance. An introduction in discrete time
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