error
Kurzer Serviceunterbruch am Donnerstag, 11. Dezember 2025, 12 bis 13 Uhr. Sie können in diesem Zeitraum keine neuen Dokumente hochladen oder bestehende Einträge bearbeiten. Das Login wird in diesem Zeitraum deaktiviert. Grund: Wartungsarbeiten // Short service interruption on Thursday, December 11, 2025, 12.00 – 13.00. During this time, you won’t be able to upload new documents or edit existing records. The login will be deactivated during this time. Reason: maintenance work
 

Critical transaction costs and 1-step asymptotic arbitrage in fractional binary markets

METADATA ONLY

Author / Producer

Cordero, Fernando Perez-Ostafe, Lavinia

Date

2014-07-30

Publication Type

Working Paper

ETH Bibliography

yes

Citations

Altmetric
METADATA ONLY

Data

Rights / License

Permanent link

http://hdl.handle.net/20.500.11850/96946

Publication status

published

External links

Arxiv: 1407.8068 north_east

Editor

Book title

Journal / series

Volume

Pages / Article No.

1407.8068

Publisher

Cornell University

Event

Edition / version

Methods

Software

Geographic location

Date collected

Date created

Subject

Fractional Brownian motion; Fractional binary markets; Transaction cost; Arbitrage

Organisational unit

03845 - Teichmann, Josef / Teichmann, Josef check_circle

Notes

Funding

Related publications and datasets

Is previous version of:

More

Show all metadata