Arbitrage in markets with bid-ask spreads. The fundamental theorem of asset pricing in finite discrete time markets with bid-ask spreads and a money account (Q902181)
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scientific article; zbMATH DE number 6527177
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| English | Arbitrage in markets with bid-ask spreads. The fundamental theorem of asset pricing in finite discrete time markets with bid-ask spreads and a money account |
scientific article; zbMATH DE number 6527177 |
Statements
Arbitrage in markets with bid-ask spreads. The fundamental theorem of asset pricing in finite discrete time markets with bid-ask spreads and a money account (English)
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7 January 2016
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arbitrage
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bid-ask spreads
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consistent price system
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bid-ask martingale measure
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0.8595097064971924
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0.8362507224082947
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0.8303337693214417
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0.8198709487915039
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0.8120203614234924
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