Large Financial Markets: Asymptotic Arbitrage and Contiguity

1995 ◽  
Vol 39 (1) ◽  
pp. 182-187 ◽  
Author(s):  
Yu. M. Kabanov ◽  
D. O. Kramkov
Keyword(s):  
Financial Markets ◽  
Asymptotic Arbitrage

scholarly journals Asymptotic arbitrage in large financial markets with friction

2012 ◽  
Vol 6 (4) ◽  
pp. 313-335 ◽  
Author(s):  
Emmanuel Lepinette ◽  
Lavinia Ostafe
Keyword(s):  
Financial Markets ◽  
Asymptotic Arbitrage

scholarly journals Asymptotic Arbitrage in Large Financial Markets with Friction

2012 ◽  
Author(s):  
Emmanuel Lepinette-Denis ◽  
Lavinia Ostafe
Keyword(s):  
Financial Markets ◽  
Asymptotic Arbitrage

Asymptotic arbitrage in large financial markets

1998 ◽  
Vol 2 (2) ◽  
pp. 143-172 ◽  
Author(s):  
Y.M. Kabanov ◽  
D.O. Kramkov
Keyword(s):  
Financial Markets ◽  
Asymptotic Arbitrage

scholarly journals Asymptotic arbitrage and numéraire portfolios in large financial markets

2007 ◽  
Vol 12 (2) ◽  
pp. 173-194 ◽  
Author(s):  
Dmitry B. Rokhlin
Keyword(s):  
Financial Markets ◽  
Asymptotic Arbitrage

Large Financial Markets, Discounting, and No Asymptotic Arbitrage

2020 ◽  
Vol 65 (2) ◽  
pp. 191-223
Author(s):  
D. Á. Bálint ◽  
M. Schweizer
Keyword(s):  
Financial Markets ◽  
Asymptotic Arbitrage

scholarly journals Asymptotic Exponential Arbitrage and Utility-Based Asymptotic Arbitrage in Markovian Models of Financial Markets

2014 ◽  
Vol 138 (1) ◽  
pp. 1-15 ◽  
Author(s):  
Martin Le Doux Mbele Bidima ◽  
Miklós Rásonyi
Keyword(s):  
Financial Markets ◽  
Markovian Models ◽  
Asymptotic Arbitrage

Large Financial Markets, Discounting, and No Asymptotic Arbitrage

2018 ◽  
Author(s):  
Dániel Ágoston Bálint ◽  
Martin Schweizer
Keyword(s):  
Financial Markets ◽  
Asymptotic Arbitrage

scholarly journals Asymptotic arbitrage in non-complete large financial markets

1996 ◽  
Vol 41 (4) ◽  
pp. 927-934 ◽  
Author(s):  
I Klein ◽  
I Klein ◽  
W Schachermayer ◽  
W Schachermayer
Keyword(s):  
Financial Markets ◽  
Asymptotic Arbitrage
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