Consistent price systems and arbitrage opportunities of~the~second kind in models with transaction costs (Q1761435): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q193734 |
||
| Property / author | |||
| Property / author: Q287661 / rank | |||
Revision as of 15:30, 10 February 2024
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 |
Statements
Consistent price systems and arbitrage opportunities of~the~second kind in models with transaction costs (English)
0 references
15 November 2012
0 references
transaction costs
0 references
arbitrage
0 references
no free lunch
0 references
consistent price systems
0 references
set-valued processes
0 references
martingales
0 references
