英文标题：
《Asymptotic pricing in large financial markets》
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作者：
Micha{\\l} Barski
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最新提交年份：
2015
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英文摘要：
The problem of hedging and pricing sequences of contingent claims in large financial markets is studied. Connection between asymptotic arbitrage and behavior of the $\\alpha$~-~quantile price is shown. The large Black-Scholes model is carefully examined.
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中文摘要：
研究了大型金融市场中未定权益的套期保值和定价序列问题。渐近套利和$\\alpha$~-~分位数价格行为之间的联系如图所示。对大布莱克-斯科尔斯模型进行了仔细研究。
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分类信息：

一级分类：Quantitative Finance 数量金融学
二级分类：Mathematical Finance 数学金融学
分类描述：Mathematical and analytical methods of finance, including stochastic, probabilistic and functional analysis, algebraic, geometric and other methods
金融的数学和分析方法，包括随机、概率和泛函分析、代数、几何和其他方法
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一级分类：Mathematics 数学
二级分类：Probability 概率
分类描述：Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory
概率论与随机过程的理论与应用：例如中心极限定理，大偏差，随机微分方程，统计力学模型，排队论
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