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The fundamental theorem of asset princing with either frictionless or frictional security markets
Huang, Helen H., (2014)
Binary markets under transaction costs
Cordero, Fernando, (2014)
No-arbitrage pricing for dividend-paying securities in discrete-time markets with transaction costs
Bielecki, Tomasz R., (2015)
Arbitrage pricing theory and risk-neutral measures
Rásonyi, Miklós, (2004)
A note on arbitrage in term structure
Rásonyi, Miklós, (2008)
On optimal strategies for utility maximizers in the arbitrage pricing model
Rásonyi, Miklós, (2016)