Lavinia Perez-Ostafe

Identifiers

• name variant Lavinia Perez-Ostafe 0.60 · backfill

Papers (4)

1. Asymptotic arbitrage in fractional mixed markets math.PR · 2016 · author #3
2. Strong asymptotic arbitrage in the large fractional binary market math.PR · 2015 · author #2
3. Critical transaction costs and 1-step asymptotic arbitrage in fractional binary markets math.PR · 2014 · author #2
4. Asymptotic proportion of arbitrage points in fractional binary markets math.PR · 2014 · author #3

Mentions

• 1501.07445 #2 · backfill · confidence 0.70 Lavinia Perez-Ostafe
• 1407.8068 #2 · backfill · confidence 0.70 Lavinia Perez-Ostafe
• 1401.7850 #3 · backfill · confidence 0.70 Lavinia Perez-Ostafe

Frequent Coauthors

• Fernando Cordero 4 shared papers
• Irene Klein 2 shared papers