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  • Search: subject:"Arbitrage of the second kind"
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Year of publication
Subject
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Arbitrage of the second kind 1 Consistent price system 1 Consistent price systems 1 Financial markets with transaction costs 1 Model uncertainty 1 No-arbitrage of the second kind 1 Non-linear returns 1 Risiko 1 Risk 1 Theorie 1 Theory 1 Transaction costs 1 Transaktionskosten 1
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Online availability
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Free 1 Undetermined 1
Type of publication
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Article 1 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 2
Author
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Bouchard, Bruno 2 Huu, Adrien Nguyen 1 Nutz, Marcel 1
Institution
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HAL 1
Published in...
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Finance and stochastics 1 Working Papers / HAL 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Consistent price systems under model uncertainty
Bouchard, Bruno; Nutz, Marcel - In: Finance and stochastics 20 (2016) 1, pp. 83-98
Persistent link: https://www.econbiz.de/10011459977
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No marginal arbitrage of the second kind for high production regimes in discrete time production-investment models with proportional transaction costs
Bouchard, Bruno; Huu, Adrien Nguyen - HAL - 2010
production functions, we study a natural extension of the no-arbitrage of the second kind condition introduced by M. Rasonyi [13 …
Persistent link: https://www.econbiz.de/10008794166
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