Non-arbitrage criteria for financial markets with efficient friction
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Publication:1409835
DOI10.1007/s007800100062zbMath1026.60051OpenAlexW2050761425MaRDI QIDQ1409835
Christophe Stricker, Miklós Rásonyi, Youri M.Kabanov
Publication date: 22 October 2003
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s007800100062
hedgingtransaction costssolvencyefficient frictionmulti-asset multi-period modelproportional transaction cost
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