Bálint, Dániel Ágoston; Schweizer, Martin - 2018 - This version: November 7, 2018
concept of no asymptotic arbitrage (of the first kind) which is invariant under discounting. We give two dual …,∞) can be viewed as a large financial market and how no asymptotic arbitrage, both classic and in our new sense, then relates … to no-arbitrage properties directly on [0,∞) …