Robust no arbitrage of the second kind with a continuum of assets and proportional transaction costs (Q2797754)
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scientific article; zbMATH DE number 6561491
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Robust no arbitrage of the second kind with a continuum of assets and proportional transaction costs |
scientific article; zbMATH DE number 6561491 |
Statements
31 March 2016
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proportional transaction costs
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bond markets
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arbitrage opportunities of the second kind
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Robust no arbitrage of the second kind with a continuum of assets and proportional transaction costs (English)
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0.8700935244560242
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0.8510994911193848
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0.8279656767845154
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0.8235352635383606
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0.7877969145774841
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