BINARY MARKETS UNDER TRANSACTION COSTS
Year of publication: |
2014
|
---|---|
Authors: | CORDERO, FERNANDO ; KLEIN, IRENE ; PEREZ-OSTAFE, LAVINIA |
Published in: |
International Journal of Theoretical and Applied Finance (IJTAF). - World Scientific Publishing Co. Pte. Ltd., ISSN 1793-6322. - Vol. 17.2014, 05, p. 1450030-1
|
Publisher: |
World Scientific Publishing Co. Pte. Ltd. |
Subject: | Binary market | transaction costs | consistent price system | arbitrage |
-
Binary markets under transaction costs
Cordero, Fernando, (2014)
-
FTAP in finite discrete time with transaction costs by utility maximization
Sass, Jörn, (2014)
-
Asymptotic arbitrage with small transaction costs
Klein, Irene, (2014)
- More ...
-
Binary markets under transaction costs
Cordero, Fernando, (2014)
-
Strong asymptotic arbitrage in the large fractional binary market
Cordero, Fernando, (2016)
-
Critical transaction costs and 1-step asymptotic arbitrage in fractional binary markets
Cordero, Fernando, (2015)
- More ...