Asymptotic Arbitrage in a Stochastic Financial Market Model

N.G. Dokuchaev; A.V. Savkin

Asymptotic Arbitrage in a Stochastic Financial Market Model

N.G. Dokuchaev, A.V. Savkin

Research output: Chapter in Book/Conference paper › Conference paper

Original language	English
Title of host publication	Proceedings 2nd IMACS International Multiconference, CESA'98, Computational Engineering in Systems Applications
Editors	P. Borne, M. Ksouri, A. El Kamel
Place of Publication	Lille, France
Publisher	CESA'98 Conference Secretariat
Pages	100-104
Volume	2
Edition	Nabeul-Hammamet, Tunisia
Publication status	Published - 1998
Event	Asymptotic Arbitrage in a Stochastic Financial Market Model - Nabeul-Hammamet, Tunisia Duration: 1 Jan 1998 → …

Conference

Conference	Asymptotic Arbitrage in a Stochastic Financial Market Model
Period	1/01/98 → …

Cite this

@inproceedings{47da2d8160e24bdea7c05efb4f203bf6,

title = "Asymptotic Arbitrage in a Stochastic Financial Market Model",

author = "N.G. Dokuchaev and A.V. Savkin",

year = "1998",

language = "English",

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pages = "100--104",

editor = "P. Borne and M. Ksouri and Kamel, {A. El}",

booktitle = "Proceedings 2nd IMACS International Multiconference, CESA'98, Computational Engineering in Systems Applications",

publisher = "CESA'98 Conference Secretariat",

edition = "Nabeul-Hammamet, Tunisia",

note = "Asymptotic Arbitrage in a Stochastic Financial Market Model ; Conference date: 01-01-1998",

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Dokuchaev, NG & Savkin, AV 1998, Asymptotic Arbitrage in a Stochastic Financial Market Model. in P Borne, M Ksouri & AE Kamel (eds), Proceedings 2nd IMACS International Multiconference, CESA'98, Computational Engineering in Systems Applications. Nabeul-Hammamet, Tunisia edn, vol. 2, CESA'98 Conference Secretariat, Lille, France, pp. 100-104, Asymptotic Arbitrage in a Stochastic Financial Market Model, 1/01/98.

Asymptotic Arbitrage in a Stochastic Financial Market Model. / Dokuchaev, N.G.; Savkin, A.V.
Proceedings 2nd IMACS International Multiconference, CESA'98, Computational Engineering in Systems Applications. ed. / P. Borne; M. Ksouri; A. El Kamel. Vol. 2 Nabeul-Hammamet, Tunisia. ed. Lille, France: CESA'98 Conference Secretariat, 1998. p. 100-104.

Research output: Chapter in Book/Conference paper › Conference paper

TY - GEN

T1 - Asymptotic Arbitrage in a Stochastic Financial Market Model

AU - Dokuchaev, N.G.

AU - Savkin, A.V.

PY - 1998

Y1 - 1998

M3 - Conference paper

VL - 2

SP - 100

EP - 104

BT - Proceedings 2nd IMACS International Multiconference, CESA'98, Computational Engineering in Systems Applications

A2 - Borne, P.

A2 - Ksouri, M.

A2 - Kamel, A. El

PB - CESA'98 Conference Secretariat

CY - Lille, France

T2 - Asymptotic Arbitrage in a Stochastic Financial Market Model

Y2 - 1 January 1998

ER -