Small transaction costs, absence of arbitrage and consistent price systems (Q1761449): Difference between revisions
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| Property / cites work: A super-replication theorem in Kabanov's model of transaction costs / rank | |||
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| Property / cites work: The fundamental theorem of asset pricing for continuous processes under small transaction costs / rank | |||
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| Property / cites work: Hedging and liquidation under transaction costs in currency markets / rank | |||
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| Property / cites work: Markets with transaction costs. Mathematical theory. / rank | |||
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| Property / cites work: The Harrison-Pliska arbitrage pricing theorem under transaction costs / rank | |||
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| Property / cites work: On the closedness of sums of convex cones in \(L^0\) and the robust no-arbitrage property / rank | |||
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Latest revision as of 20:51, 5 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Small transaction costs, absence of arbitrage and consistent price systems |
scientific article |
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Small transaction costs, absence of arbitrage and consistent price systems (English)
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15 November 2012
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transaction costs
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arbitrage
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