scientific article; zbMATH DE number 1867099

MaRDI QIDQ4792534zbMATH OpenFDO

Authors Łukasz Stettner

Publication date 8 February 2004

zbMATH Keywords

absence of arbitracehedging endowmentsNonlinear transaction costs

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Microeconomic theory (price theory and economic markets) (91B24)

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• Arbitrage and deflators in illiquid markets

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