Sure Profits via Flash Strategies and the Impossibility of Predictable Jumps
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- Claudio Fontana & Markus Pelger & Eckhard Platen, 2017. "Sure profits via flash strategies and the impossibility of predictable jumps," Papers 1708.03099, arXiv.org, revised Jan 2018.
References listed on IDEAS
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More about this item
KeywordsAbsence of arbitrage; predictable time; semimartingale; high-frequency trading;
- C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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