✦ LIBER ✦

Large traders, hidden arbitrage, and complete markets

✍ Scribed by Robert Jarrow; Philip Protter

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

Exact arbitrage and portfolio analysis i

✍ M. Ali Khan; Yeneng Sun 📂 Article 📅 2003 🏛 Springer 🌐 English ⚖ 297 KB

Asymptotic arbitrage and numéraire portf

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

No-arbitrage condition and existence of

✍ Cuong Le Van; François Magnien 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 160 KB

On some problems arising in markets with

✍ Benyamin Shitovitz 📂 Article 📅 1974 🏛 Elsevier Science 🌐 English ⚖ 765 KB

Exact arbitrage, well-diversified portfo

✍ M.Ali Khan; Yeneng Sun 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 378 KB