No-arbitrage in Discrete-time Markets with Proportional Transaction Costs and General Information structure

Bruno Bouchard ()
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Bruno Bouchard: http://felix.proba.jussieu.fr/pageperso/bouchard/bouchard.htm

Finance and Stochastics, 2006, vol. 10, issue 2, 276-297

Keywords: Absence of arbitrage; Proportional transaction costs; Imperfect information; Optional projection; 91B28; 60G42; G10 (search for similar items in EconPapers)
Date: 2006
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DOI: 10.1007/s00780-006-0002-8

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