英文标题：
《Getting rich quick with the Axiom of Choice》
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作者：
Vladimir Vovk
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最新提交年份：
2017
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英文摘要：
This paper proposes new get-rich-quick schemes that involve trading in a financial security with a non-degenerate price path. For simplicity the interest rate is assumed zero. If the price path is assumed continuous, the trader can become infinitely rich immediately after it becomes non-constant (if it ever does). If it is assumed positive, he can become infinitely rich immediately after reaching a point in time such that the variation of the log price is infinite in any right neighbourhood of that point (whereas reaching a point in time such that the variation of the log price is infinite in any left neighbourhood of that point is not sufficient). The practical value of these schemes is tempered by their use of the Axiom of Choice.
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中文摘要：
本文提出了一种新的快速致富方案，该方案涉及具有非退化价格路径的金融证券交易。为简单起见，假设利率为零。如果假设价格路径是连续的，交易者可以在它变为非常数后立即变得无限富有（如果它曾经变为非常数）。如果假设为正，他可以在到达某个时间点后立即变得无限富有，从而使原木价格的变化在该时间点的任何右邻域都是无限的（而到达某个时间点，从而使原木价格的变化在该时间点的任何左邻域都是无限的，这是不够的）。这些方案的实用价值因其对选择公理的使用而减弱。
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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：Quantitative Finance 数量金融学
二级分类：Trading and Market Microstructure 交易与市场微观结构
分类描述：Market microstructure, liquidity, exchange and auction design, automated trading, agent-based modeling and market-making
市场微观结构，流动性，交易和拍卖设计，自动化交易，基于代理的建模和做市
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