大型金融市场、贴现和无渐近套利

D. Bálint, M. Schweizer
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引用次数: 3

摘要

对于一个大型金融市场(通常是一系列“小型”金融市场),我们引入并研究了无渐近套利(第一类)的概念,该概念在dis下是不变的。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Large Financial Markets, Discounting, and No Asymptotic Arbitrage
For a large financial market (which is a sequence of usual, “small” financial markets), we introduce and study a concept of no asymptotic arbitrage (of the first kind), which is invariant under dis...
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