Lavinia Perez-Ostafe

Available identifiers

zbMath Open perez-ostafe.laviniaMaRDI QIDQ253101

List of research outcomes

Publication	Date of Publication	Type
Asymptotic arbitrage in fractional mixed markets	2019-10-08	Paper
Strong asymptotic arbitrage in the large fractional binary market	2016-03-08	Paper
Asymptotic proportion of arbitrage points in fractional binary markets	2015-12-23	Paper
Critical transaction costs and 1-step asymptotic arbitrage in fractional binary markets	2015-09-22	Paper
Asymptotic arbitrage with small transaction costs	2015-02-06	Paper
Binary markets under transaction costs	2014-09-25	Paper

Research outcomes over time

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