Place du Marechal de Lattre de Tassigny
Paris Cedex 16, 75775
France
Université Paris Dauphine - CEREMADE
SSRN RANKINGS
in Total Papers Citations
equilibrium, transaction costs, liquidity premium
Expected loss constraint, hedging, transaction cost, asymptotic expansion
financial markets with transaction costs, nonlinear returns, no‐arbitrage of the second kind, consistent price systems
duality, model uncertainty, superreplication, transaction cost
fundamental theorem of asset pricing, arbitrage of the first kind, superhedging duality, nondominated model
