Alexis Anagnostakis

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
Pricing and hedging for a sticky diffusion (available as arXiv preprint)	N/A	Paper
Sticky-threshold diffusions, local time approximation and parameter estimation (available as arXiv preprint)	N/A	Paper
Pricing and hedging for a sticky diffusion Journal of Applied Probability	2025-11-28	Paper
General diffusions on the star graph as time-changed Walsh Brownian motion (available as arXiv preprint)	2025-01-01	Paper
On weak notions of no-arbitrage in a 1D general diffusion market with interest rates (available as arXiv preprint)	2025-01-01	Paper
General diffusion processes as limit of time-space Markov chains The Annals of Applied Probability	2024-01-15	Paper
General diffusion processes as limit of time-space Markov chains The Annals of Applied Probability	2024-01-15	Paper
On the number of crossings and bouncings of a diffusion at a sticky threshold (available as arXiv preprint)	2024-01-01	Paper
Functional convergence to the local time of a sticky diffusion Electronic Journal of Probability	2023-08-02	Paper

Research outcomes over time

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