"Consistent price systems and arbitrage opportunities of the second kind in ..."

Emmanuel Denis, Yuri Kabanov (2012)

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DOI: 10.1007/S00780-010-0144-6

access: closed

type: Journal Article

metadata version: 2020-07-22

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Emmanuel Denis, Yuri Kabanov:
Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs. Finance Stochastics 16(1): 135-154 (2012)

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