Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs
| Year of publication: |
2011
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|---|---|
| Authors: | Denis, Emmanuel ; Kabanov, Yuri |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 16.2011, 1, p. 135-155
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