scientific article

zbMath1200.91310MaRDI QIDQ3400717

Miklós Rásonyi

Publication date: 5 February 2010

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

transaction costsabsence of arbitrageconsistent pricing system

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Financial applications of other theories (91G80)

Related Items (11)

A note on super-hedging for investor-producers ⋮ No-arbitrage of second kind in countable markets with proportional transaction costs ⋮ A Complement to the Grigoriev Theorem for the Kabanov Model ⋮ FTAP in finite discrete time with transaction costs by utility maximization ⋮ Asymptotic arbitrage with small transaction costs ⋮ Consistent price systems and arbitrage opportunities of~the~second kind in models with transaction costs ⋮ Robust No Arbitrage of the Second Kind with a Continuum of Assets and Proportional Transaction Costs ⋮ Robust no-free lunch with vanishing risk, a continuum of assets and proportional transaction costs ⋮ Random optimization on random sets ⋮ Hedging, arbitrage and optimality with superlinear frictions ⋮ Consistent price systems under model uncertainty

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