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researcher

Alexis Anagnostakis

Université de lorraine

11 papers hereh-index 216 citations12 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author4
  • first author7

Across the 11 of 11 papers where every author was matched, so the position is known.

fields
  • math.PR7
  • q-fin.MF4
affiliations
  • Université de lorraine

identity via Semantic Scholar / OpenAlex

activity
20222026
most citedFunctional convergence to the local time of a sticky diffusion

4 citations · 8 across the 10 of their papers we have counts for

collaborators
Showing 2023Show all

1 paper · 1 filter

q-fin.MF2023

Pricing and hedging for a sticky diffusion

Alexis Anagnostakis

We introduce a financial market model featuring a risky asset whose price follows a sticky geometric Brownian motion and a riskless asset that grows with a constant interest rate $…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.