Robust No Arbitrage Condition for Continuous-Time Models with Transaction Costs
Date
2011Dewey
Economie financièreSujet
Transaction costs; Arbitrage; No Free Lunch; Consistent price systems; Set-valued processes; MartingalesJEL code
D23Conference name
Kier-Tmu International Workshop On Financial Engineering 2010Conference date
08-2010Conference city
TokyoConference country
JaponBook title
Recent Advances In Financial Engineering 2010Author
Kijima, MasaakiPublisher
WORLD SCIENTIFICYear
2011Pages number
260ISBN
978-6-613-43406-7Collections
Metadata
Show full item recordAuthor
Lépinette, Emmanuel