The fundamental theorem of asset pricing for continuous processes under small transaction costs

Paolo Guasoni, Miklós Rásonyi () and Walter Schachermayer

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)
Date: 2010
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