Small transaction costs, absence of arbitrage and consistent price systems

Julien Grépat () and Yuri Kabanov ()
Authors registered in the RePEc Author Service: Юрий Михайлович Кабанов

Finance and Stochastics, 2012, vol. 16, issue 3, 357-368

Keywords: Transaction costs; Arbitrage; 60G44; G11; G13 (search for similar items in EconPapers)
Date: 2012
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s00780-011-0164-x

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