Asymptotic arbitrage and numéraire portfolios in large financial markets
Year of publication: |
2008
|
---|---|
Authors: | Rokhlin, Dmitry |
Published in: |
Finance and Stochastics. - Springer. - Vol. 12.2008, 2, p. 173-194
|
Publisher: |
Springer |
Subject: | Asymptotic arbitrage | Large market | Numéraire portfolio | Contiguity | Entire separation | Relative entropy |
Saved in:
Online Resource
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