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Asymptotic arbitrage and numéraire portfolios in large financial markets

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Author Info
Dmitry Rokhlin ()
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File URL: http://hdl.handle.net/10.1007/s00780-007-0056-2
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Article provided by Springer in its journal Finance and Stochastics.

Volume (Year): 12 (2008)
Issue (Month): 2 (April)
Pages: 173-194
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Handle: RePEc:spr:finsto:v:12:y:2008:i:2:p:173-194

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Related research
Keywords: Asymptotic arbitrage; Large market; Numéraire portfolio; Contiguity; Entire separation; Relative entropy; 91B24; 91B28; 60G30; G10;

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  1. Dirk Becherer, 2001. "The numeraire portfolio for unbounded semimartingales," Finance and Stochastics, Springer, vol. 5(3), pages 327-341. [Downloadable!] (restricted)
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This page was last updated on 2009-11-25.

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