On long-term arbitrage opportunities in Markovian models of financial markets
Martin L. D. Mbele Bidima; Miklos Rasonyi
| Year of publication: |
2012
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|---|---|
| Authors: | Bidima, Martin Le Doux Mbele ; Rasonyi, Miklos |
| Published in: |
Annals of operations research. - Dordrecht, The Netherlands : Springer Nature B.V., ISSN 0254-5330, ZDB-ID 252629-3. - Vol. 200.2012, p. 131-146
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| Subject: | Arbitrage | Finanzmarkt | Financial market | Markov-Kette | Markov chain | Arbitrage Pricing | Arbitrage pricing | Kapitalmarkttheorie | Financial economics | Portfolio-Management | Portfolio selection |
| 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/10009688660