Robust no-free lunch with vanishing risk, a continuum of assets and proportional transaction costs (Q740666)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Robust no-free lunch with vanishing risk, a continuum of assets and proportional transaction costs
scientific article

    Statements

    Robust no-free lunch with vanishing risk, a continuum of assets and proportional transaction costs (English)
    0 references
    0 references
    0 references
    0 references
    4 September 2014
    0 references
    no-arbitrage
    0 references
    transaction costs
    0 references
    continuous time bond market
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references