Asymptotic Arbitrage with Small Transaction Costs
Year of publication: |
2014
|
---|---|
Authors: | Ostafe, Lavinia ; Lépinette-Denis, Emmanuel ; Klein, Irene |
Institutions: | Université Paris-Dauphine (Paris IX) |
Subject: | monotone convergence | local martingales | consistent price system | transaction costs | asymptotic arbitrage | large financial market |
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