Asymptotic arbitrage in large financial markets

DOI10.1007/s007800050036zbMath0894.90020OpenAlexW1967069346MaRDI QIDQ1381309

Dmitry Kramkov, Youri M.Kabanov

Publication date: 19 August 1998

Published in: Finance and Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s007800050036

zbMATH Keywords

contiguitysemimartingaleasymptotic arbitrageAPToptional decompositionlarge financial marketcontinuous tradingHellinger processAPM

Mathematics Subject Classification ID

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