Asymptotic arbitrage and large deviations

Mathematics and Financial Economics

Volumn 1, Issue 3-4, 2008, Pages 213-249

  Follmer H ^a   Schachermayer, W ^b  

^a HUMBOLDT UNIVERSITY   (Germany)

^b VIENNA UNIVERSITY OF TECHNOLOGY   (Austria)

Author keywords

Asymptotic arbitrage; Cost averaging; Large deviations; Utility maximization

Indexed keywords

EID: 44649118571     PISSN: 18629679     EISSN: 18629660     Source Type: Journal    
DOI: 10.1007/s11579-008-0009-3     Document Type: Article

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