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researcher

D. Rokhlin

8 papers hereh-index 9227 citations49 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author7
  • first author1

Across the 8 of 8 papers where every author was matched, so the position is known.

fields
  • math.PR5
  • math.FA3

identity via Semantic Scholar / OpenAlex

activity
20042008
most citedLower bounds of martingale measure densities in the Dalang-Morton-Willinger theorem

6 citations · 17 across the 8 of their papers we have counts for

collaborators
Showing 2007 · math.PRShow all

1 paper · 2 filters

math.PR2007★ 1 cited

Asymptotic arbitrage and numéraire portfolios in large financial markets

Dmitry B. Rokhlin

This paper deals with the notion of a large financial market and the concepts of asymptotic arbitrage and strong asymptotic arbitrage (both of the first kind), introduced by Yu.M.…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.