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No-arbitrage criteria for financial markets with transaction costs and incomplete information

  • Dimitri De Vallière

    ()

  • Yuri Kabanov

    ()

  • Christophe Stricker

    ()

No abstract is available for this item.

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File URL: http://hdl.handle.net/10.1007/s00780-006-0029-x
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Article provided by Springer in its journal Finance and Stochastics.

Volume (Year): 11 (2007)
Issue (Month): 2 (April)
Pages: 237-251

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Handle: RePEc:spr:finsto:v:11:y:2007:i:2:p:237-251
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  1. Bruno Bouchard, 2006. "No-arbitrage in Discrete-time Markets with Proportional Transaction Costs and General Information structure," Finance and Stochastics, Springer, vol. 10(2), pages 276-297, April.
  2. repec:fth:inseep:9513 is not listed on IDEAS
  3. Jouini Elyes & Kallal Hedi, 1995. "Martingales and Arbitrage in Securities Markets with Transaction Costs," Journal of Economic Theory, Elsevier, vol. 66(1), pages 178-197, June.
  4. Bouchard, Bruno, 2006. "No-arbitrage in discrete-time markets with proportional transaction costs and general information structure," Economics Papers from University Paris Dauphine 123456789/1850, Paris Dauphine University.
  5. Kallal, Hedi & Jouini, Elyès, 1995. "Martingales and arbitrage in securities markets with transaction costs," Economics Papers from University Paris Dauphine 123456789/5630, Paris Dauphine University.
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