Semimartingale price systems in models with transaction costs beyond efficient friction (Q2675819): Difference between revisions
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Revision as of 09:03, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semimartingale price systems in models with transaction costs beyond efficient friction |
scientific article |
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Semimartingale price systems in models with transaction costs beyond efficient friction (English)
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26 September 2022
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proportional transaction costs
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no unbounded profit with bounded risk
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strategies of infinite variation
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semimartingales
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stochastic integration
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