tlooto
Sign up
MathematicsEconomics

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

P. Guasoni, M. Rásonyi, W. Schachermayer

2010.3.1Annals of Finance

DOI: 10.1007/s10436-008-0110-x

Abstract

Abstract is not available.

Citation format

GUASONI, P.; RÁSONYI, M.; SCHACHERMAYER, W. The fundamental theorem of asset pricing for continuous processes under small transaction costs. Annals of Finance, 2010, 6: 157–191.