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Robust no-free lunch with vanishing risk, a continuum of assets and proportional transaction costs - MaRDI portal

Robust no-free lunch with vanishing risk, a continuum of assets and proportional transaction costs (Q740666)

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Robust no-free lunch with vanishing risk, a continuum of assets and proportional transaction costs
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    Robust no-free lunch with vanishing risk, a continuum of assets and proportional transaction costs (English)
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    4 September 2014
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    no-arbitrage
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    transaction costs
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    continuous time bond market
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