Consistent price systems and arbitrage opportunities of~the~second kind in models with transaction costs (Q1761435)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Consistent price systems and arbitrage opportunities of~the~second kind in models with transaction costs |
scientific article |
Statements
Consistent price systems and arbitrage opportunities of~the~second kind in models with transaction costs (English)
0 references
15 November 2012
0 references
transaction costs
0 references
arbitrage
0 references
no free lunch
0 references
consistent price systems
0 references
set-valued processes
0 references
martingales
0 references
0 references
0 references
0 references
0 references
0 references