Prospective strict no-arbitrage and the fundamental theorem of asset pricing under transaction costs (Q2274232)
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scientific article
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| English | Prospective strict no-arbitrage and the fundamental theorem of asset pricing under transaction costs |
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Prospective strict no-arbitrage and the fundamental theorem of asset pricing under transaction costs (English)
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19 September 2019
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proportional transaction costs
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arbitrage
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fundamental theorem of asset pricing
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