"Sticky Continuous Processes have Consistent Price Systems."

Christian Bender, Mikko S. Pakkanen, Hasanjan Sayit (2015)

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DOI: 10.1017/S0021900200012651

access: closed

type: Journal Article

metadata version: 2020-04-16

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Christian Bender, Mikko S. Pakkanen, Hasanjan Sayit:
Sticky Continuous Processes have Consistent Price Systems. J. Appl. Probab. 52(2): 586-594 (2015)

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