Robust No Arbitrage of the Second Kind with a Continuum of Assets and Proportional Transaction Costs (Q2797754): Difference between revisions

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Latest revision as of 09:44, 30 July 2024

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Robust No Arbitrage of the Second Kind with a Continuum of Assets and Proportional Transaction Costs
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    Robust No Arbitrage of the Second Kind with a Continuum of Assets and Proportional Transaction Costs (English)
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    31 March 2016
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    proportional transaction costs
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    bond markets
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    arbitrage opportunities of the second kind
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