Robust no-free lunch with vanishing risk, a continuum of assets and proportional transaction costs (Q740666)
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English | Robust no-free lunch with vanishing risk, a continuum of assets and proportional transaction costs |
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Robust no-free lunch with vanishing risk, a continuum of assets and proportional transaction costs (English)
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4 September 2014
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no-arbitrage
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transaction costs
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continuous time bond market
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