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CRITICAL TRANSACTION COSTS AND 1-STEP ASYMPTOTIC ARBITRAGE IN FRACTIONAL BINARY MARKETS.
- Published in:
- International Journal of Theoretical & Applied Finance, 2015, v. 18, n. 5, p. -1, doi. 10.1142/S0219024915500296
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- Article
BINARY MARKETS UNDER TRANSACTION COSTS.
- Published in:
- International Journal of Theoretical & Applied Finance, 2014, v. 17, n. 5, p. 1, doi. 10.1142/S0219024914500307
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- Article
Asymptotic arbitrage with small transaction costs.
- Published in:
- Finance & Stochastics, 2014, v. 18, n. 4, p. 917, doi. 10.1007/s00780-014-0242-y
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- Publication type:
- Article
Asymptotic arbitrage in fractional mixed markets.
- Published in:
- Modern Stochastics: Theory & Applications, 2018, v. 5, n. 4, p. 415, doi. 10.15559/18-VMSTA109
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- Article