Large platonic markets with delays
Year of publication: |
2021
|
---|---|
Authors: | Limmer, Yannick ; Meyer-Brandis, Thilo |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 24.2021, 8, p. 1-19
|
Subject: | Arbitrage theory | filtration | fundamental theorem of asset pricing | market delays | latency | order execution | market information flow | Theorie | Theory | CAPM | Arbitrage Pricing | Arbitrage pricing |
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