The fundamental theorem of asset pricing for continuous processes under small transaction costs

Guasoni, Paolo and Rásonyi, Miklós and Schachermayer, Walter (2010) The fundamental theorem of asset pricing for continuous processes under small transaction costs. Annals of Finance, 6. pp. 157-191.

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Item Type: 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 16:29
Last Modified: 11 Dec 2012 16:29
URI: https://eprints.sztaki.hu/id/eprint/6176

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