Geodesic
Arbitrage in a simple model with general transaction costs
Jakub Olejnik1
1 Department of Mathematics University of /Lódź Banacha 22 90-238 /Lódź, Poland
Applicationes Mathematicae, Tome 32 (2005) no. 2, pp. 177-182.

Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences

We study a version of no arbitrage condition in a simple model with general transaction costs. Our condition is equivalent to the existence of an equivalent martingale measure.
DOI : 10.4064/am32-2-5
Keywords: study version arbitrage condition simple model general transaction costs condition equivalent existence equivalent martingale measure

Jakub Olejnik 1

1 Department of Mathematics University of /Lódź Banacha 22 90-238 /Lódź, Poland 
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Jakub Olejnik. Arbitrage in a simple model
 with general transaction costs. Applicationes Mathematicae, Tome 32 (2005) no. 2, pp. 177-182. doi : 10.4064/am32-2-5. http://geodesic.mathdoc.fr/articles/10.4064/am32-2-5/

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