Asymptotic arbitrage and large deviations
H. Föllmer; W. Schachermayer
| Year of publication: |
2008
|
|---|---|
| Authors: | Föllmer, Hans ; Schachermayer, Walter |
| Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 1.2008, 3/4, p. 213-249
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| Subject: | Arbitrage Pricing | Arbitrage pricing | Portfolio-Management | Portfolio selection | Nutzen | Utility | Stochastischer Prozess | Stochastic process | Maßzahl | Statistical measures | Theorie | Theory | Mean Reversion | Mean reversion |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003722526