Daniel Fernholz

From MaRDI portal



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
The \(k\)-orientability thresholds for \(G_{n,p}\)2014-12-18Paper
Short-term relative arbitrage in volatility-stabilized markets
Annals of Finance
2012-03-06Paper
Optimal arbitrage under model uncertainty
The Annals of Applied Probability
2012-01-10Paper
Probabilistic aspects of arbitrage
Contemporary Quantitative Finance
2011-05-31Paper
On optimal arbitrage
The Annals of Applied Probability
2010-09-01Paper
The diameter of sparse random graphs
Random Structures & Algorithms
2008-01-08Paper


Research outcomes over time


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