LARGE PLATONIC MARKETS WITH DELAYS

DOI10.1142/S0219024921500436zbMath1484.91458arXiv2110.13678OpenAlexW4205374318MaRDI QIDQ5061501

Thilo Meyer-Brandis, Yannick Limmer

Publication date: 11 March 2022

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2110.13678

zbMATH Keywords

filtrationlatencyfundamental theorem of asset pricingarbitrage theoryorder executionmarket information flowmarket delays

Mathematics Subject Classification ID

Financial markets (91G15)

Cites Work

• Arbitrage et lois de martingale. (Arbitrage and martingale laws)
• A general version of the fundamental theorem of asset pricing
• A New Perspective on the Fundamental Theorem of Asset Pricing for Large Financial Markets
• Competing on Speed
• A Fundamental Theorem of Asset Pricing for Continuous Time Large Financial Markets in a Two Filtration Setting
• Unnamed Item

This page was built for publication: LARGE PLATONIC MARKETS WITH DELAYS