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~person:"Perez-Ostafe, Lavinia"
~type_genre:"Article in journal"
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Search: subject_exact:"APT (Arbitrage Pricing Theory)"
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Arbitrage Pricing
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Transaktionskosten
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arbitrage
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Perez-Ostafe, Lavinia
Kabanov, Jurij M.
8
Fletcher, Jonathan
7
Le Van, Cuong
7
Rásonyi, Miklós
7
Page, Frank H.
5
Hahn, Guangsug
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Barbachan, José Santiago Fajardo
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Boisdeffre, Lionel de
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Burzoni, Matteo
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Cordero, Fernando
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Cornet, Bernard
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Kardaras, Constantinos
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Khan, Ali
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International journal of theoretical and applied finance
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Finance and stochastics
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ECONIS (ZBW)
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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
Saved in:
4
Binary markets under transaction costs
Cordero, Fernando
;
Klein, Irene
;
Perez-Ostafe, Lavinia
- In:
International journal of theoretical and applied finance
17
(
2014
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10010437205
Saved in:
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