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Asymptotic arbitrage and large deviations

✍ Scribed by H. Föllmer; W. Schachermayer

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Large Financial Markets: Asymptotic Arbi

✍ Kabanov, Yu. M.; Kramkov, D. O. 📂 Article 📅 1995 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 738 KB

Asymptotic arbitrage in large financial

✍ Y.M. Kabanov; D.O. Kramkov 📂 Article 📅 1998 🏛 Springer-Verlag 🌐 English ⚖ 262 KB

Asymptotic expansions of large deviation

✍ É. Misyavichyus; L. Saulis 📂 Article 📅 1973 🏛 Springer 🌐 English ⚖ 229 KB

Asymptotic arbitrage and numéraire portf

✍ Dmitry B. Rokhlin 📂 Article 📅 2007 🏛 Springer-Verlag 🌐 English ⚖ 486 KB

Asymptotic arbitrage in large financial

✍ Emmanuel Lepinette, Lavinia Ostafe 📂 Article 📅 2012 🏛 Springer-Verlag 🌐 English ⚖ 283 KB

Asymptotic Behavior of Probabilities of

✍ Petrov, V. V. 📂 Article 📅 1968 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 983 KB