Martingales and arbitage in securities markets with transaction costs (Q1897315): Difference between revisions

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Revision as of 02:21, 20 March 2024

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Martingales and arbitage in securities markets with transaction costs
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    Martingales and arbitage in securities markets with transaction costs (English)
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    27 August 1995
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    absence of arbitrage in dynamic securities markets
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    linear pricing rules
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