The fundamental theorem of asset pricing for continuous processes under small transaction costs
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Bibliographic InfoArticle provided by Springer in its journal Annals of Finance.
Volume (Year): 6 (2010)
Issue (Month): 2 (March)
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Web page: http://www.springerlink.com/link.asp?id=112370
Transaction costs; No arbitragem; Consistent price systems; G10; G11; G12;
Find related papers by JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing
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