Sticky Continuous Processes have Consistent Price Systems (Q2949856): Difference between revisions

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+W3099649829
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+.7857
@@ Property / arXiv ID: 1310.7857 / rank @@
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+On the stickiness property
@@ Property / cites work: On the stickiness property / rank @@
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+Brownian moving averages have conditional full support
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+A general version of the fundamental theorem of asset pricing
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+Conditional Full Support of Gaussian Processes with Stationary Increments
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+NO ARBITRAGE UNDER TRANSACTION COSTS, WITH FRACTIONAL BROWNIAN MOTION AND BEYOND
+Normal rank
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+Fragility of arbitrage and bubbles in local martingale diffusion models
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+Consistent price systems and face-lifting pricing under transaction costs
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+The fundamental theorem of asset pricing for continuous processes under small transaction costs
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+Diversity and No Arbitrage
@@ Property / cites work: Diversity and No Arbitrage / rank @@
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+Martingales and arbitage in securities markets with transaction costs
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+Q3526647
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+Q2787497
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+Stochastic Integrals and Conditional Full Support
@@ Property / cites work: Stochastic Integrals and Conditional Full Support / rank @@
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+BROWNIAN SEMISTATIONARY PROCESSES AND CONDITIONAL FULL SUPPORT
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+Q4226355
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+Arbitrage-free models in markets with transaction costs
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+Q4220653
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+Normal rank