The fundamental theorem of asset pricing for continuous processes under small transaction costs

Annals of Finance

Volumn 6, Issue 2, 2010, Pages 157-191

  Guasoni, Paolo ^a   Rásonyi, Miklós ^b   Schachermayer, Walter ^c  

^a USA   (United States)

^b INSTITUTE OF EXPERIMENTAL MEDICINE   (Hungary)

^c UNIVERSITY OF VIENNA   (Austria)

Author keywords

Consistent price systems; No arbitragem; Transaction costs

Indexed keywords

EID: 74449087506     PISSN: 16142446     EISSN: 16142454     Source Type: Journal    
DOI: 10.1007/s10436-008-0110-x     Document Type: Article

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