Asymptotic arbitrage and numéraire portfolios in large financial markets
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Publication:928500
DOI10.1007/s00780-007-0056-2zbMath1150.91012arXivmath/0702849OpenAlexW2110828751MaRDI QIDQ928500
Publication date: 18 June 2008
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0702849
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Related Items (4)
Maximizing expected utility in the arbitrage pricing model ⋮ On long-term arbitrage opportunities in Markovian models of financial markets ⋮ Large Financial Markets, Discounting, and No Asymptotic Arbitrage ⋮ Market viability via absence of arbitrage of the first kind
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