Arbitrage theory in a market of stochastic dimension
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DOI: 10.1111/mafi.12418
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Other versions of this item:
- Erhan Bayraktar & Donghan Kim & Abhishek Tilva, 2022. "Arbitrage theory in a market of stochastic dimension," Papers 2212.04623, arXiv.org, revised Jun 2023.
References listed on IDEAS
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Cited by:
- Erhan Bayraktar & Donghan Kim & Abhishek Tilva, 2024.
"Quantifying dimensional change in stochastic portfolio theory,"
Mathematical Finance, Wiley Blackwell, vol. 34(3), pages 977-1021, July.
- Erhan Bayraktar & Donghan Kim & Abhishek Tilva, 2023. "Quantifying dimensional change in stochastic portfolio theory," Papers 2303.00858, arXiv.org, revised Apr 2023.
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