The fundamental theorem of asset pricing for continuous processes under small transaction costs
| Year of publication: |
2010
|
|---|---|
| Authors: | Guasoni, Paolo ; Rásonyi, Miklós ; Schachermayer, Walter |
| Published in: |
Annals of Finance. - Springer. - Vol. 6.2010, 2, p. 157-191
|
| Publisher: |
Springer |
| Subject: | Transaction costs | No arbitragem | Consistent price systems |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008480598