Asymptotic Exponential Arbitrage and Utility-Based Asymptotic Arbitrage in Markovian Models of Financial Markets
Crossref DOI link: https://doi.org/10.1007/s10440-014-9955-3
Published Online: 2014-07-01
Published Print: 2015-08
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Mbele Bidima, Martin Le Doux
Rásonyi, Miklós
Text and Data Mining valid from 2014-07-01