✦ LIBER ✦

Constructive No-Arbitrage Criterion under Transaction Costs in the Case of Finite Discrete Time

✍ Scribed by Rokhlin, D. B.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The Fundamental Theorem of Asset Pricing

✍ Walter Schachermayer 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 251 KB

Hedging of the European option in discre

✍ Marek Kociński 📂 Article 📅 2004 🏛 Springer 🌐 English ⚖ 327 KB

Pricing of the American option in discre

✍ Marek Kociński 📂 Article 📅 2001 🏛 Springer 🌐 English ⚖ 180 KB

NO MARGINAL ARBITRAGE OF THE SECOND KIND

✍ Bruno Bouchard; Adrien Nguyen Huu 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 227 KB