Showing 1 - 5 of 5
Persistent link: https://www.econbiz.de/10011797786
Persistent link: https://www.econbiz.de/10011969083
This paper studies the market viability with proportional transaction costs. Instead of requiring the existence of strictly consistent price systems (SCPS) as in the literature, we show that strictly consistent local martingale systems (SCLMS) can successfully serve as the dual elements such...
Persistent link: https://www.econbiz.de/10013006765
Persistent link: https://www.econbiz.de/10012319659
Persistent link: https://www.econbiz.de/10012055802