Arbitrage in a simple model with general transaction costs

DOI10.4064/AM32-2-5zbMATH Open1118.91051OpenAlexW2004945559MaRDI QIDQ4677403FDOQ4677403

Authors: J. Olejnik 

Publication date: 20 May 2005

Published in: Applicationes Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4064/am32-2-5

zbMATH Keywords

martingale measures

Mathematics Subject Classification ID

Stochastic models in economics (91B70)

Cited In (4)

• General Arbitrage Pricing Model: I – Probability Approach
• No-arbitrage of second kind in countable markets with proportional transaction costs
• Arbitrage and pricing in a general model with flows
• General Arbitrage Pricing Model: III – Possibility Approach

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