Robust No Arbitrage of the Second Kind with a Continuum of...

Robust No Arbitrage of the Second Kind with a Continuum of Assets and Proportional Transaction Costs

Lepinette, Emmanuel
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Volume:
7
Language:
english
Journal:
SIAM Journal on Financial Mathematics
DOI:
10.1137/14099752X
Date:
January, 2016
File:
PDF, 263 KB
english, 2016
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