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

von Cordero, Fernando
Veröffentlicht in International journal of theoretical and applied finance (2015)

Strong asymptotic arbitrage in the large fractional binary market

von Cordero, Fernando
Veröffentlicht in Mathematics and financial economics (2016)

Asymptotic arbitrage with small transaction costs

von Klein, Irene
Veröffentlicht in Finance and stochastics (2014)

Binary markets under transaction costs

von Cordero, Fernando
Veröffentlicht in International journal of theoretical and applied finance (2014)