Prospective strict no-arbitrage and the fundamental theorem of asset pricing under transaction costs
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Finance,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s00780-019-00403-5.pdf
Reference22 articles.
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3. Dalang, R.C., Morton, A., Willinger, W.: Equivalent martingale measures and no-arbitrage in stochastic securities market models. Stoch. Stoch. Rep. 29, 185–201 (1990)
4. De Vallière, D., Kabanov, Y., Stricker, C.: No-arbitrage criteria for financial markets with transaction costs and incomplete information. Finance Stoch. 11, 237–251 (2007)
5. Delbaen, F., Schachermayer, W.: A general version of the fundamental theorem of asset pricing. Math. Ann. 300, 463–520 (1994)
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