Universal strategies for diffusion markets and possibility of asymptotic arbitrage
type: Item
instance of: scholarly article
title: Universal strategies for diffusion markets and possibility of asymptotic arbitrage
zbMATH Open document ID: 1188.91199
published in: Insurance Mathematics \& Economics
publication date: 2010-06-20T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 5723535
zbMATH Keywords: Portfolio selection
zbMATH Keywords: Universal strategies
zbMATH Keywords: Asymptotic arbitrage
author: Nikolai Dokuchaev
author: A. V. Savkin
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2004.01.004
OpenAlex ID: W1988079868
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DOI: 10.1016/J.INSMATHECO.2004.01.004
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description: scientific article; zbMATH DE number 5723535