Constructive No-Arbitrage Criterion under Transaction Costs in the Case of Finite Discrete Time (Q3521328)
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scientific article; zbMATH DE number 5315062
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| English | Constructive No-Arbitrage Criterion under Transaction Costs in the Case of Finite Discrete Time |
scientific article; zbMATH DE number 5315062 |
Statements
Constructive No-Arbitrage Criterion under Transaction Costs in the Case of Finite Discrete Time (English)
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21 August 2008
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robust no-arbitrage
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transaction costs
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arbitrage portfolios
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measurable set-valued maps
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supports of the regular conditional distributions
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0.8116980195045471
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0.8060441613197327
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0.8058179020881653
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0.797014057636261
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