Consistent price systems and arbitrage opportunities of~the~second kind in models with transaction costs (Q1761435)

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Consistent price systems and arbitrage opportunities of~the~second kind in models with transaction costs
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    Consistent price systems and arbitrage opportunities of~the~second kind in models with transaction costs (English)
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    15 November 2012
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    transaction costs
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    arbitrage
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    no free lunch
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    consistent price systems
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    set-valued processes
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    martingales
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