Remarks on simple arbitrage on markets with bid and ask prices (Q2985927): Difference between revisions

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+https://doi.org/10.4064/am2310-11-2016
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+W2578673452
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+No arbitrage conditions for simple trading strategies
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+Simple arbitrage
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+Arbitrage in fractional Brownian motion models
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+NO ARBITRAGE UNDER TRANSACTION COSTS, WITH FRACTIONAL BROWNIAN MOTION AND BEYOND
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+The fundamental theorem of asset pricing under transaction costs
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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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+Q4274285
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+No arbitrage without semimartingales
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+On the semimartingale property of discounted asset-price processes
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+Arbitrage in markets with bid-ask spreads. The fundamental theorem of asset pricing in finite discrete time markets with bid-ask spreads and a money account
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+Arbitrage for simple strategies
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