The fundamental theorem of asset pricing in the presence of bid-ask and interest rate spreads (Q553523)

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The fundamental theorem of asset pricing in the presence of bid-ask and interest rate spreads
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    The fundamental theorem of asset pricing in the presence of bid-ask and interest rate spreads (English)
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    27 July 2011
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    fundamental theorem of asset pricing
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    proportional transaction costs
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    different borrowing and lending rates
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