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!
| Publication | Date of Publication | Type |
|---|---|---|
| Asymptotic arbitrage in fractional mixed markets Modern Stochastics. Theory and Applications | 2019-10-08 | Paper |
| Strong asymptotic arbitrage in the large fractional binary market Mathematics and Financial Economics | 2016-03-08 | Paper |
| Asymptotic proportion of arbitrage points in fractional binary markets Stochastic Processes and their Applications | 2015-12-23 | Paper |
| Critical transaction costs and 1-step asymptotic arbitrage in fractional binary markets International Journal of Theoretical and Applied Finance | 2015-09-22 | Paper |
| Asymptotic arbitrage with small transaction costs Finance and Stochastics | 2015-02-06 | Paper |
| Binary markets under transaction costs International Journal of Theoretical and Applied Finance | 2014-09-25 | Paper |
Research outcomes over time
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