Klein, Irene; Lépinette, Emmanuel; Perez-Ostafe, Lavinia - In: Finance and Stochastics 18 (2014) 4, pp. 917-939
<Para ID="Par1">We give characterizations of asymptotic arbitrage of the first and second kind and of strong asymptotic arbitrage for a sequence of financial markets with small proportional transaction costs λ <Subscript> n </Subscript> on market n, in terms of contiguity properties of sequences of equivalent probability measures...</subscript></para>