The face-lifting theorem for proportional transaction costs in multiasset models (Q3061272)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The face-lifting theorem for proportional transaction costs in multiasset models |
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The face-lifting theorem for proportional transaction costs in multiasset models (English)
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14 December 2010
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transaction costs
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no-arbitrage
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consistent price systems
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