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 |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005390656