Fundamental Theorem of Asset Pricing Under Transaction Costs and Model Uncertainty (Q3186542)

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Fundamental Theorem of Asset Pricing Under Transaction Costs and Model Uncertainty
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    Fundamental Theorem of Asset Pricing Under Transaction Costs and Model Uncertainty (English)
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    10 August 2016
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    transaction costs
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    nondominated collection of probability measures
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    fundamental theorem of asset pricing
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    martingale selection problem
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