Pricing by hedging and no-arbitrage beyond semimartingales
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Volume (Year): 12 (2008)
Issue (Month): 4 (October)
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References listed on IDEAS
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- Paolo Guasoni & Mikl\'os R\'asonyi & Walter Schachermayer, 2008. "Consistent price systems and face-lifting pricing under transaction costs," Papers 0803.4416, arXiv.org.