Consistent price systems and face-lifting pricing under transaction costs

Guasoni, Paolo and Rásonyi, Miklós and Schachermayer, Walter (2008) Consistent price systems and face-lifting pricing under transaction costs. Annals of Applied Probability, 18 (2). pp. 491-520.

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Item Type: ISI Article
Subjects: Q Science > QA Mathematics and Computer Science > QA75 Electronic computers. Computer science / számítástechnika, számítógéptudomány
Depositing User: Eszter Nagy
Date Deposited: 11 Dec 2012 15:31
Last Modified: 11 Dec 2012 15:31
URI: http://eprints.sztaki.hu/id/eprint/5437

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