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)
References: View references in EconPapers View complete reference list from CitEc
Citations View citations in EconPapers (6) Track citations by RSS feed
Downloads: (external link)
Access to full text is restricted to subscribers.
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: http://EconPapers.repec.org/RePEc:kap:annfin:v:6:y:2010:i:2:p:157-191
Access Statistics for this article
Annals of Finance is edited by C.D. Aliprantis
More articles in Annals of Finance from Springer
Series data maintained by Guenther Eichhorn ().