Consistent price systems and arbitrage opportunities of~the~second kind in models with transaction costs (Q1761435): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistent price systems and arbitrage opportunities of~the~second kind in models with transaction costs |
scientific article |
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Consistent price systems and arbitrage opportunities of~the~second kind in models with transaction costs (English)
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15 November 2012
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transaction costs
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arbitrage
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no free lunch
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consistent price systems
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set-valued processes
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martingales
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