3 citations · 3 across the 3 of their papers we have counts for
3 papers
math.NT2023
Properties and approximations of fractions associated to Ford circles extracted by inclined lines
Mauricio Elizalde, Cesar Guevara
We study fractions associated to Ford circles which are extracted by means continuous curves. We show that the extracted fractions have similar properties to Farey sequences, like…
math.OC2022★ 3 cited
Optimal investment with insider information using Skorokhod & Russo-Vallois integration
Mauricio Elizalde, Carlos Escudero, Tomoyuki Ichiba
We study the maximization of the logarithmic utility for an insider with different anticipating techniques. Our aim is to compare the utilization of Russo-Vallois forward and Skoro…
math.PR2021
Chances for the honest in honest versus insider trading
Mauricio Elizalde, Carlos Escudero
We study a Black-Scholes market with a finite time horizon and two investors: an honest and an insider trader. We analyze it with anticipating stochastic calculus in two steps. Fir…