Small transaction costs, absence of arbitrage and consistent price systems (Q1761449): Difference between revisions

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+https://doi.org/10.1007/s00780-011-0164-x
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+W2053048501
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+A super-replication theorem in Kabanov's model of transaction costs
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+The fundamental theorem of asset pricing for continuous processes under small transaction costs
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+Hedging and liquidation under transaction costs in currency markets
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+Markets with transaction costs. Mathematical theory.
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+The Harrison-Pliska arbitrage pricing theorem under transaction costs
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+On the closedness of sums of convex cones in \(L^0\) and the robust no-arbitrage property
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