Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs
Year of publication: |
2011
|
---|---|
Authors: | Denis, Emmanuel ; Kabanov, Jurij M. |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 16.2012, 1, p. 135-154
|
Subject: | Arbitrage Pricing | Arbitrage pricing | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Martingal | Martingale | Theorie | Theory |
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