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)
Contact details of provider:
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; Trading Volume; Bond Interest Rates
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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- Beißner, Patrick, 2013. "Coherent Price Systems and Uncertainty-Neutral Valuation," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 80010, Verein für Socialpolitik / German Economic Association.
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- Guasoni, Paolo & LÃ©pinette-Denis, Emmanuel & RÃ¡sonyi, MiklÃ³s, 2012.
"The fundamental theorem of asset pricing under transaction costs,"
Economics Papers from University Paris Dauphine
123456789/9300, Paris Dauphine University.
- Paolo Guasoni & Emmanuel LÃ©pinette & MiklÃ³s RÃ¡sonyi, 2012. "The fundamental theorem of asset pricing under transaction costs," Finance and Stochastics, Springer, vol. 16(4), pages 741-777, October.
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- Erindi Allaj, 2013. "Implicit transaction costs and the fundamental theorems of asset pricing," Papers 1310.1882, arXiv.org, revised May 2014.
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