Work

On arbitrage possibilities via linear feedback in an idealized Brownian Motion stock market

Year: 2011

Type: conference-paper

Source: IEEE Conference on Decision and Control (CDC)

DOI: 10.1109/cdc.2011.6160731

Authors: B. Ross Barmish, James A. Primbs

Institutions: University of Wisconsin–Madison, Stanford University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2005649041

FWCI: 22.82

Cites: 18

Cited by: 37

Related to: 10