Equivalent martingale measures for large financial markets in discrete time
Year of publication: |
2003
|
---|---|
Authors: | Rásonyi, Miklós |
Published in: |
Mathematical Methods of Operations Research. - Springer. - Vol. 58.2003, 3, p. 401-415
|
Publisher: |
Springer |
Subject: | Large financial market | Asymptotic arbitrage | Martingale measures | APM | Stable random variables |
-
Equivalent martingale measures for large financial markets in discrete time
Rásonyi, Miklós, (2003)
-
Asymptotic arbitrage in large financial markets
Kabanov, Y.M., (1998)
-
Asymptotic arbitrage with small transaction costs
Klein, Irene, (2014)
- More ...
-
On utility maximization under model uncertainty in discrete‐time markets
Rásonyi, Miklós, (2020)
-
Guasoni, Paolo, (2021)
-
A note on arbitrage in term structure
Rásonyi, Miklós, (2008)
- More ...