Large Financial Markets, Discounting, and No Asymptotic Arbitrage
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Publication:5120709
DOI10.1137/S0040585X97T98991XzbMath1448.91277MaRDI QIDQ5120709
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Publication date: 16 September 2020
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://people.math.ethz.ch/~mschweiz/Files/BS-LFM-final_11-08-2020.pdf
discountingasymptotic arbitragelarge financial marketsdynamic share viabilityNUPBRasymptotic dynamic share viabilityasymptotic strong share maximalityNAAtradable discounter
Stochastic models in economics (91B70) Microeconomic theory (price theory and economic markets) (91B24) Financial applications of other theories (91G80) Financial markets (91G15)
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