On the Existence Of Consistent Price Systems (Q5416841): Difference between revisions

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+Brownian moving averages have conditional full support
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+Conditional Full Support of Gaussian Processes with Stationary Increments
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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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+Martingales and arbitage in securities markets with transaction costs
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+Stochastic Integrals and Conditional Full Support
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+The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time
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