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Rasonyi, Miklos's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
311 |
Total
Citations
5 |
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Guasoni, Paolo Boston University - Department of Mathematics and Statistics Lepinette-Denis, Emmanuel Université Paris-Dauphine - CEREMADE Rasonyi, Miklos University of Edinburgh - School of Mathematics
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23 Mar 11
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Last Revised:
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15 Apr 12
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171
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Arbitrage, Fundamental Theorem of Asset Pricing, Transaction Costs, Admissible Strategies, Finite Variation
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2.
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Guasoni, Paolo Boston University - Department of Mathematics and Statistics Rasonyi, Miklos University of Edinburgh - School of Mathematics
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01 Jun 11
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Last Revised:
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05 Feb 13
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140
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arbitrage, financial bubble, Stroock-Varadhan support theorem, transaction costs, model misspecification
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