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~person:"Klein, Irene"
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Klein, Irene
Bassler, Kevin E.
6
McCauley, Joseph L.
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Asymptotic arbitrage with small transaction costs
Klein, Irene
;
Lépinette, Emmanuel
;
Perez-Ostafe, Lavinia
- In:
Finance and Stochastics
18
(
2014
)
4
,
pp. 917-939
">1996</CitationRef>) and a monotone convergence result for nonnegative local
martingales
. Moreover, we study examples of models which …
Persistent link: https://www.econbiz.de/10010997067
Saved in:
2
Asymptotic Arbitrage with Small Transaction Costs
Ostafe, Lavinia
;
Lépinette-Denis, Emmanuel
;
Klein, Irene
-
Université Paris-Dauphine (Paris IX)
-
2014
nonnegative local
martingales
. Moreover, we study examples of models which admit a strong asymptotic arbitrage without transaction …
Persistent link: https://www.econbiz.de/10011072680
Saved in:
3
Asymptotic arbitrage with small transaction costs
Klein, Irene
;
Lépinette, Emmanuel
;
Perez-Ostafe, Lavinia
- In:
Finance and stochastics
18
(
2014
)
4
,
pp. 917-939
Persistent link: https://www.econbiz.de/10010416822
Saved in:
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