Faculty & Staff
Hasanjan Sayit
Publications
Peer-Reviewed (Refereed) Journal Articles
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(With Robert Jarrow and Philip Protter) "No Arbitrage Without Semimartingales," revision requested (Annals of Applied Probability).
Publications Under Review
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"No Arbitrage Under Transaction Costs And Stickiness," submitted.
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"Locally Sticky Processes: Arbitrage Under Transaction Costs." Preprint.
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