No-arbitrage of second kind in countable markets with proportional transaction costs
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References listed on IDEAS
- D. Vallière & E. Denis & Y. Kabanov, 2009.
"Hedging of American options under transaction costs,"
Finance and Stochastics,
Springer, vol. 13(1), pages 105-119, January.
- Yuri Kabanov & Dimitri De Vallière & Emmanuel Denis, 2009. "Hedging of American options under transaction costs," Post-Print hal-00488688, HAL.
- M. De Donno & M. Pratelli, 2006. "A theory of stochastic integration for bond markets," Papers math/0602532, arXiv.org.
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- Bruno Bouchard & Marcel Nutz, 2014. "Consistent Price Systems under Model Uncertainty," Papers 1408.5510, arXiv.org.
- Kabanov, Yuri & Lépinette, Emmanuel, 2013. "Essential supremum with respect to a random partial order," Journal of Mathematical Economics, Elsevier, vol. 49(6), pages 478-487.
- Kabanov, Yuri & Lépinette, Emmanuel, 2013. "Essential supremum and essential maximum with respect to random preference relations," Journal of Mathematical Economics, Elsevier, vol. 49(6), pages 488-495.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-08-28 (All new papers)
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