Asymptotic proportion of arbitrage points in fractional binary markets
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Date
2014-01-30Type
- Working Paper
ETH Bibliography
yes
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Publication status
publishedExternal links
Journal / series
arXivPages / Article No.
Publisher
Cornell UniversitySubject
Fractional Brownian motion; Fractional binary markets; Binary markets; Arbitrage opportunitiesOrganisational unit
03845 - Teichmann, Josef / Teichmann, Josef
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Is previous version of: https://doi.org/10.3929/ethz-b-000109882
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ETH Bibliography
yes
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