Consistent price systems and arbitrage opportunities of~the~second kind in models with transaction costs
type: Item
instance of: scholarly article
title: Consistent price systems and arbitrage opportunities of~the~second kind in models with transaction costs
zbMATH Open document ID: 1262.60038
author: Emmanuel Denis
author: Yuri Kabanov
published in: Finance and Stochastics
publication date: 2012-11-15T00:00:00Z
full work available at URL: https://basepub.dauphine.fr/handle/123456789/4652
Mathematics Subject Classification ID: 60G44
Mathematics Subject Classification ID: 91B24
zbMATH DE Number: 6106801
zbMATH Keywords: transaction costs
zbMATH Keywords: arbitrage
zbMATH Keywords: no free lunch
zbMATH Keywords: consistent price systems
zbMATH Keywords: set-valued processes
zbMATH Keywords: martingales
MaRDI profile type: Publication
OpenAlex ID: W1985948815
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DOI: 10.1007/S00780-010-0144-6
description: scientific article; zbMATH DE number 6106801