Asymptotic arbitrage in large financial markets with friction (Q1938994): Difference between revisions

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+Representation of continuous linear forms on the set of ladlag processes and the hedging of American claims under proportional costs
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+A super-replication theorem in Kabanov's model of transaction costs
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+Mean square error for the Leland-Lott hedging strategy: convex pay-offs
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+Hedging of American options under transaction costs
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+Asymptotic arbitrage and large deviations
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+The fundamental theorem of asset pricing under transaction costs
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+A simple approach to arbitrage pricing theory
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+Free lunch large financial markets with continuous price processes
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+Asymptotic arbitrage in large financial markets
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+Markets with transaction costs. Mathematical theory.
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