On the Existence of Consistent Price Systems
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References listed on IDEAS
- Erhan Bayraktar & Hasanjan Sayit, 2010. "On the stickiness property," Quantitative Finance, Taylor & Francis Journals, vol. 10(10), pages 1109-1112.
- Erhan Bayraktar & Hasanjan Sayit, 2010.
"No arbitrage conditions for simple trading strategies,"
Annals of Finance,
Springer, vol. 6(1), pages 147-156, January.
- Erhan Bayraktar & Hasanjan Sayit, 2008. "No Arbitrage Conditions For Simple Trading Strategies," Papers 0801.4047, arXiv.org, revised Jan 2009.
- Christian Bender & Tommi Sottinen & Esko Valkeila, 2008. "Pricing by hedging and no-arbitrage beyond semimartingales," Finance and Stochastics, Springer, vol. 12(4), pages 441-468, October.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-11-21 (All new papers)
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