Sticky Continuous Processes have Consistent Price Systems (Q2949856)

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Sticky Continuous Processes have Consistent Price Systems
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    title
    Sticky Continuous Processes have Consistent Price Systems (English)
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    author
    Christian Bender
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    Mikko S. Pakkanen
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    Hasanjan Sayit
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    publication date
    2 October 2015
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    zbMATH DE Number
    6489150
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    zbMATH Keywords
    consistent price system
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    stickiness
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    martingale
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    arbitrage
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    transaction costs
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    OpenAlex ID
    W3099649829
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    arXiv ID
    1310.7857
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