Author:
Bayraktar Erhan,Sayit Hasanjan
Publisher
Springer Science and Business Media LLC
Subject
General Economics, Econometrics and Finance,Finance
Reference16 articles.
1. Bayraktar, E, Sayit, H.: Arbitrage free models in markets with transaction costs. Preprint. Available at http://arxiv.org/abs/0707.0336
2. Delbaen F., Schachermayer W.: A general version of the fundamental theorem of asset pricing. Math Ann 300, 463–520 (1994a)
3. Delbaen F., Schachermayer W.: Arbitrage and free lunch with bounded risk for unbounded continuous processes. Math Finance 4, 343–348 (1994b)
4. Delbaen F., Schachermayer W.: Arbitrage possibilities in Bessel processes and their relations to local martingales. Prob Theory Relat Fields 102, 357–366 (1995)
5. Delbaen F., Shirakawa H.: No arbitrage condition for positive diffusion price processes. Financ Eng Jpn Markets 9(3–4), 159–168 (2002)
Cited by
5 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献