Geodesic
Discrete time arbitrage under transaction costs
Applicationes Mathematicae, Tome 27 (2000) no. 4, pp. 419-436
Cet article a éte moissonné depuis la source Institute of Mathematics Polish Academy of Sciences

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Conditions for the absence of arbitrage in discrete time markets with various kinds of transaction costs are shown.
DOI : 10.4064/am-27-4-419-436
Keywords: martingale measure, arbitrage opportunity 
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Joanna Piasecka. Discrete time arbitrage under transaction costs. Applicationes Mathematicae, Tome 27 (2000) no. 4, pp. 419-436. doi: 10.4064/am-27-4-419-436

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