Arbitrage-free models in markets with transaction costs (Q428693)
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scientific article; zbMATH DE number 6049213
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Arbitrage-free models in markets with transaction costs |
scientific article; zbMATH DE number 6049213 |
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Arbitrage-free models in markets with transaction costs (English)
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22 June 2012
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financial markets
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arbitrage
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transaction cost
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sticky process
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fractional Brownian motion
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time-change
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