BINARY MARKETS UNDER TRANSACTION COSTS (Q3191836): Difference between revisions
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| Property / arXiv ID: 1209.5254 / rank | |||
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| Property / cites work: Martingales and stochastic integrals in the theory of continuous trading / rank | |||
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| Property / cites work: Binary market models with memory / rank | |||
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| Property / cites work: The Harrison-Pliska arbitrage pricing theorem under transaction costs / rank | |||
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| Property / cites work: Fractional Brownian motion, random walks and binary market models / rank | |||
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| Property / cites work: Donsker Type Theorem for the Rosenblatt Process and a Binary Market Model / rank | |||
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Latest revision as of 02:39, 9 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BINARY MARKETS UNDER TRANSACTION COSTS |
scientific article |
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BINARY MARKETS UNDER TRANSACTION COSTS (English)
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25 September 2014
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binary markets
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transaction costs
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arbitrage opportunities
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consistent price system
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frictionless market
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