Arbitrage in a simple model with general transaction costs

DOI10.4064/AM32-2-5MaRDI QIDQ4677403zbMATH OpenOpenAlexFDO

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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