Asymptotic arbitrage in large financial markets

• 1 February 1998
• journal article
• Published by Springer Nature in Finance and Stochastics
• Vol. 2  (2) , 143-172
• https://doi.org/10.1007/s007800050036

Abstract

Keywords

• APT
• CONTINUOUS TRADING
• SEMIMARTINGALE
• HELLINGER PRO- CESS
• ASYMPTOTIC ARBITRAGE
• APM
• LARGE FINANCIAL MARKET
• CONTIGUITY
• OPTIONAL DECOMPOSITION
• DISCRETE TIME
• FINANCIAL MARKET