Asymptotic arbitrage in large financial markets with friction
type: Item
instance of: scholarly article
title: Asymptotic arbitrage in large financial markets with friction
zbMATH Open document ID: 1260.91238
author: Lavinia Ostafe
author: Emmanuel Lépinette
published in: Mathematics and Financial Economics
publication date: 2013-02-26T00:00:00Z
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 6139075
zbMATH Keywords: large financial market
zbMATH Keywords: asymptotic arbitrage
zbMATH Keywords: transaction costs
zbMATH Keywords: contiguity
zbMATH Keywords: hedging theorem
MaRDI profile type: Publication
full work available at URL: s11579-012-0077-2
OpenAlex ID: W2035360601
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DOI: 10.1007/S11579-012-0077-2
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description: scientific article; zbMATH DE number 6139075