The fundamental theorem of asset pricing for continuous processes under small transaction costs
Miklós Rásonyi () and
Annals of Finance, 2010, vol. 6, issue 2, pages 157-191
Keywords: Transaction costs; No arbitragem; Consistent price systems; G10; G11; G12 (search for similar items in EconPapers)
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Persistent link: http://EconPapers.repec.org/RePEc:kap:annfin:v:6:y:2010:i:2:p:157-191
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