Asset pricing in an imperfect world
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Publication:683829
DOI10.1007/s00199-016-0999-7zbMath1398.91285arXiv1410.6408OpenAlexW3098999640MaRDI QIDQ683829
Publication date: 9 February 2018
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1410.6408
coherencetransaction costsarbitragebubblesfundamental theorem of asset pricingbid/ask spreadsrisk-neutral probability
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