Place du Marechal de Lattre de Tassigny
Paris Cedex 16, 75775
Université Paris Dauphine - CEREMADE
in Total Papers Citations
equilibrium, transaction costs, liquidity premium
Expected loss constraint, hedging, transaction cost, asymptotic expansion
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $42.00 .
File name: j-9965.pdf
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
financial markets with transaction costs, nonlinear returns, no‐arbitrage of the second kind, consistent price systems
File name: MAFI.pdf
duality, model uncertainty, superreplication, transaction cost
fundamental theorem of asset pricing, arbitrage of the first kind, superhedging duality, nondominated model
This page was processed by aws-apollo4 in 0.239 seconds