"No-arbitrage in Discrete-time Markets with Proportional Transaction Costs ..."

Bruno Bouchard (2006)

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DOI: 10.1007/S00780-006-0002-8

access: closed

type: Journal Article

metadata version: 2020-07-22

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Bruno Bouchard:
No-arbitrage in Discrete-time Markets with Proportional Transaction Costs and General Information structure. Finance Stochastics 10(2): 276-297 (2006)

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