Asymptotic arbitrage with small transaction costs
Year of publication: |
2014
|
---|---|
Authors: | Klein, Irene ; Lépinette, Emmanuel ; Perez-Ostafe, Lavinia |
Published in: |
Finance and Stochastics. - Springer. - Vol. 18.2014, 4, p. 917-939
|
Publisher: |
Springer |
Subject: | Large financial market | Asymptotic arbitrage | Transaction costs | Consistent price system | Monotone convergence for local martingales |
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