Astic, Fabian; Touzi, Nizar - Université Paris-Dauphine (Paris IX) - 2007
-Pliska arbitrage pricing theorem under transaction costs. Journal of Mathematical Economics 35, 185–196; Kabanov, Y., Rásonyi, M … under poportional transaction costs in finite discrete time. Mathematical Finance 14 (1), 19–48] for markets with … proportional transaction costs. More precisely, we restate the notions of consistent and strictly consistent price systems and …