No-arbitrage in Discrete-time Markets with Proportional Transaction Costs and General Information structure
Year of publication: |
2006
|
---|---|
Authors: | Bouchard, Bruno |
Published in: |
Finance and Stochastics. - Springer. - Vol. 10.2006, 2, p. 276-297
|
Publisher: |
Springer |
Subject: | Absence of arbitrage | Proportional transaction costs | Imperfect information | Optional projection |
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