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"Small transaction costs, absence of arbitrage and consistent price systems."

Julien Grépat, Yuri Kabanov (2012)

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DOI: 10.1007/S00780-011-0164-X

access: closed

type: Journal Article

metadata version: 2020-07-22

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  - https://dblp.org/rec/journals/fs/GrepatK12
Julien Grépat, Yuri Kabanov:
Small transaction costs, absence of arbitrage and consistent price systems. Finance Stochastics 16(3): 357-368 (2012)

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