✦ LIBER ✦

On long-term arbitrage opportunities in Markovian models of financial markets

✍ Scribed by Martin L. D. Mbele Bidima, Miklos Rasonyi

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Long-Term Memory and Applying the Multi-

✍ Chikashi Tsuji 📂 Article 📅 2002 🏛 Springer 🌐 English ⚖ 219 KB

Practical valuation of long-term guarant

✍ Bierbaum, Jürgen; Bartel, Holger; Dennstedt, Nils; Dillmann, Tobias; Engel, Wolf 📂 Article 📅 2014 🏛 Springer-Verlag 🌐 English ⚖ 959 KB

Measuring and Modeling the Effects of Lo

✍ Srinivas K. Reddy; John A. Czepiel 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 232 KB

A long-range memory stochastic model of

✍ V. Gontis; J. Ruseckas; A. Kononovičius 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 622 KB

Long-term vs. short-term comovements in

✍ Idier, Julien 📂 Article 📅 2011 🏛 Taylor and Francis Group 🌐 English ⚖ 1018 KB

Effects of modularity in financial marke

✍ Hongseok Kim; Seunghwan Kim; Gabjin Oh 📂 Article 📅 2012 🏛 The Korean Physical Society 🌐 English ⚖ 284 KB