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~person:"Ghosh, Dilip K."
~person:"Ljungqvist, Alexander"
~person:"Perez-Ostafe, Lavinia"
~subject:"Arbitrage pricing"
~subject:"Currency crisis"
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Ghosh, Dilip K.
Ljungqvist, Alexander
Perez-Ostafe, Lavinia
Gromb, Denis
9
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9
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ECONIS (ZBW)
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1
Strong asymptotic arbitrage in the large fractional binary market
Cordero, Fernando
;
Perez-Ostafe, Lavinia
- In:
Mathematics and financial economics
10
(
2016
)
2
,
pp. 179-202
Persistent link: https://www.econbiz.de/10011485902
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2
Critical transaction costs and 1-step asymptotic arbitrage in fractional binary markets
Cordero, Fernando
;
Perez-Ostafe, Lavinia
- In:
International journal of theoretical and applied finance
18
(
2015
)
5
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011403853
Saved in:
3
Asymptotic arbitrage with small transaction costs
Klein, Irene
;
Lépinette, Emmanuel
;
Perez-Ostafe, Lavinia
- In:
Finance and stochastics
18
(
2014
)
4
,
pp. 917-939
Persistent link: https://www.econbiz.de/10010416822
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4
Cross-listed cross-currency assets and arbitrage with forwards and options
Ghosh, Dilip K.
;
Ghosh, Dipasri
;
Bhatnagar, Chandra Shekhar
- In:
Global finance journal
21
(
2010
)
1
,
pp. 98-110
Persistent link: https://www.econbiz.de/10008990273
Saved in:
5
Agiotage and arbitrage : could they work for an investor in Asian financial crisis?
Ghosh, Dilip K.
;
Ghosh, Shyamasri
- In:
Global financial markets : issues and strategies
,
(pp. 1-11)
.
2004
Persistent link: https://www.econbiz.de/10002568258
Saved in:
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