On long-term arbitrage opportunities in Markovian models of financial markets
type: Item
instance of: scholarly article
title: On long-term arbitrage opportunities in Markovian models of financial markets
zbMATH Open document ID: 1255.90084
author: Martin L. D. Mbele Bidima
author: Miklós Rásonyi
published in: Annals of Operations Research
publication date: 2013-01-15T00:00:00Z
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 91B70
Mathematics Subject Classification ID: 91G80
zbMATH DE Number: 6125691
zbMATH Keywords: asymptotic arbitrage
zbMATH Keywords: large deviations
zbMATH Keywords: Markov chains
zbMATH Keywords: loss probability
MaRDI profile type: Publication
full work available at URL: s10479-011-0892-5
OpenAlex ID: W2084584557
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DOI: 10.1007/S10479-011-0892-5
description: scientific article; zbMATH DE number 6125691