No-arbitrage in discrete-time markets with proportional transaction costs and general information structure

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Publication:854277

DOI10.1007/S00780-006-0002-8zbMath1101.91030arXivmath/0501045OpenAlexW1575374994MaRDI QIDQ854277

Bruno Bouchard

Publication date: 8 December 2006

Published in: Finance and Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0501045




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