Open AccessAsymptotic Arbitrage in Large Financial Markets with Friction
Author(s) -
Emmanuel Lépinette,
Lavinia Ostafe
Publication year - 2012
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2038785
Subject(s) - arbitrage , contiguity , index arbitrage , fundamental theorem of asset pricing , martingale (probability theory) , financial market , arbitrage pricing theory , risk arbitrage , mathematical economics , economics , transaction cost , fixed income arbitrage , econometrics , mathematics , financial economics , computer science , capital asset pricing model , finance , operating system
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