Constructive No-Arbitrage Criterion under Transaction Costs in the Case of Finite Discrete Time (Q3521328)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Constructive No-Arbitrage Criterion under Transaction Costs in the Case of Finite Discrete Time |
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Constructive No-Arbitrage Criterion under Transaction Costs in the Case of Finite Discrete Time (English)
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21 August 2008
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robust no-arbitrage
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transaction costs
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arbitrage portfolios
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measurable set-valued maps
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supports of the regular conditional distributions
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