NO ARBITRAGE UNDER TRANSACTION COSTS, WITH FRACTIONAL...

Mathematical Finance 2006 Vol. 16; Iss. 3

NO ARBITRAGE UNDER TRANSACTION COSTS, WITH FRACTIONAL BROWNIAN MOTION AND BEYOND

Paolo Guasoni
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Volume:
16
Year:
2006
Language:
english
Pages:
14
DOI:
10.1111/j.1467-9965.2006.00283.x
File:
PDF, 237 KB
english, 2006
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