Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs
| Year of publication: |
2012
|
|---|---|
| Authors: | Denis, Emmanuel ; Kabanov, Yuri |
| Published in: |
Finance and Stochastics. - Springer. - Vol. 16.2012, 1, p. 135-154
|
| Publisher: |
Springer |
| Subject: | Transaction costs | Arbitrage | No free lunch | Consistent price systems | Set-valued processes | Martingales |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009400205