The Dalang–Morton–Willinger version of the fundamental theorem of asset pricing for the Bid-Ask financial market model

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Date
2018Publishing date
2018Collection title
Cahier de recherche CEREMADE, Université Paris-DauphineLink to item file
https://hal.archives-ouvertes.fr/hal-01666860Dewey
Probabilités et mathématiques appliquéesSujet
Liquidation value; Bid and Ask prices; Transaction costs; Absence of arbitrage opportunities; Financial market modelsCollections
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Show full item recordAuthor
Jun, Zhao
Lépinette, Emmanuel
60 CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]