Small transaction costs, absence of arbitrage and consistent price systems (Q1761449): Difference between revisions

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-.1007/s00780-011-0164-x
@@ Property / DOI: 10.1007/s00780-011-0164-x / rank @@
-Normal rank
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-Q287661
@@ Property / author: Q287661 / rank @@
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@@ Property / author @@
+Youri M.Kabanov
@@ Property / author: Youri M.Kabanov / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s00780-011-0164-x
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@@ Property / OpenAlex ID @@
+W2053048501
@@ Property / OpenAlex ID: W2053048501 / rank @@
+Normal rank
@@ Property / cites work @@
+A super-replication theorem in Kabanov's model of transaction costs
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@@ Property / cites work @@
+The fundamental theorem of asset pricing for continuous processes under small transaction costs
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@@ Property / cites work @@
+Hedging and liquidation under transaction costs in currency markets
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@@ Property / cites work @@
+Markets with transaction costs. Mathematical theory.
+Normal rank
@@ Property / cites work @@
+The Harrison-Pliska arbitrage pricing theorem under transaction costs
+Normal rank
@@ Property / cites work @@
+On the closedness of sums of convex cones in \(L^0\) and the robust no-arbitrage property
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@@ Property / DOI @@
+.1007/S00780-011-0164-X
@@ Property / DOI: 10.1007/S00780-011-0164-X / rank @@
+Normal rank