Arbitrage and deflators in illiquid markets
Year of publication: |
2011
|
---|---|
Authors: | Pennanen, Teemu |
Published in: |
Finance and Stochastics. - Springer. - Vol. 15.2011, 1, p. 57-83
|
Publisher: |
Springer |
Subject: | Illiquidity | Portfolio constraints | Claim processes | Arbitrage | Deflators |
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