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Critical transaction costs and 1-step asymptotic arbitrage in fractional binary markets
Cordero, Fernando; Perez-Ostafe, Lavinia - In: International journal of theoretical and applied finance 18 (2015) 5, pp. 1-26
Persistent link: https://www.econbiz.de/10011403853
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Modulated information flows in financial markets
Hoyle, Edward; Macrina, Andrea; Mengütürk, Levent Ali - In: International journal of theoretical and applied finance 23 (2020) 4, pp. 1-35
Persistent link: https://www.econbiz.de/10012271037
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A shot noise model for financial assets
Altmann, Timo; Schmidt, Thorsten; Stute, Winfried - In: International journal of theoretical and applied finance 11 (2008) 1, pp. 86-106
Persistent link: https://www.econbiz.de/10003692728
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Asymmetric information in a financial market with jumps
Grorud, Axel - In: International journal of theoretical and applied finance 3 (2000) 4, pp. 641-659
Persistent link: https://www.econbiz.de/10001526854
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Asymmetrical information and incomplete markets
Grorud, Axel; Pontier, Monique - In: International journal of theoretical and applied finance 4 (2001) 2, pp. 285-302
Persistent link: https://www.econbiz.de/10001578728
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Trader dynamics in a model market
Johnson, Neil F. (contributor) - In: International journal of theoretical and applied finance 3 (2000) 3, pp. 443-450
Persistent link: https://www.econbiz.de/10001522918
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Large platonic markets with delays
Limmer, Yannick; Meyer-Brandis, Thilo - In: International journal of theoretical and applied finance 24 (2021) 8, pp. 1-19
Persistent link: https://www.econbiz.de/10012887441
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Binary markets under transaction costs
Cordero, Fernando; Klein, Irene; Perez-Ostafe, Lavinia - In: International journal of theoretical and applied finance 17 (2014) 5, pp. 1-27
Persistent link: https://www.econbiz.de/10010437205
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The opinion game : stock price evolution from microscopic market modeling
Bovier, Anton; C̆erný, Jir̆í; Hryniv, Ostap - In: International journal of theoretical and applied finance 9 (2006) 1, pp. 91-111
Persistent link: https://www.econbiz.de/10003285942
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A random cluster process approach to collective market dynamics with local interactions
Cai, Haiyan; Chen, Kang - In: International journal of theoretical and applied finance 12 (2009) 2, pp. 251-266
Persistent link: https://www.econbiz.de/10003855785