Critical transaction costs and 1-step asymptotic arbitrage in fractional binary markets
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Date
2014-07-30Type
- Working Paper
ETH Bibliography
yes
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publishedExternal links
Journal / series
arXivPages / Article No.
Publisher
Cornell UniversitySubject
Fractional Brownian motion; Fractional binary markets; Transaction cost; ArbitrageOrganisational unit
03845 - Teichmann, Josef / Teichmann, Josef
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Is previous version of: http://hdl.handle.net/20.500.11850/107054
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ETH Bibliography
yes
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