Semimartingale price systems in models with transaction costs beyond efficient friction (Q2675819): Difference between revisions

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Latest revision as of 04:57, 30 July 2024

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Semimartingale price systems in models with transaction costs beyond efficient friction
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    Semimartingale price systems in models with transaction costs beyond efficient friction (English)
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    26 September 2022
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    proportional transaction costs
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    no unbounded profit with bounded risk
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    strategies of infinite variation
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    semimartingales
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    stochastic integration
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