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Robust no arbitrage of the second kind with a continuum of assets and proportional transaction costs - MaRDI portal

Robust no arbitrage of the second kind with a continuum of assets and proportional transaction costs (Q2797754)

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scientific article; zbMATH DE number 6561491
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English
Robust no arbitrage of the second kind with a continuum of assets and proportional transaction costs
scientific article; zbMATH DE number 6561491

    Statements

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    31 March 2016
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    proportional transaction costs
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    bond markets
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    arbitrage opportunities of the second kind
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    Robust no arbitrage of the second kind with a continuum of assets and proportional transaction costs (English)
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