Lavinia Ostafe

University of Vienna

Bruenner Strasse 72

Vienna, Vienna 1090

Austria

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Scholarly Papers (2)

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1.

Asymptotic Arbitrage in Large Financial Markets with Friction

Number of pages: 30 Posted: 13 Apr 2012

Emmanuel Lepinette and Lavinia Ostafe

Université Paris-Dauphine - CEREMADE, CNRS and University of Vienna

Downloads 73 (585,302)

Abstract:

2.

Asymptotic Arbitrage with Small Transaction Costs

Number of pages: 21 Posted: 05 Feb 2015

I. Klein, Emmanuel Lepinette and Lavinia Ostafe

University of Vienna - Department of Statistics and Decision Support Systems, Université Paris-Dauphine - CEREMADE, CNRS and University of Vienna

Downloads 27 (875,535)

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