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ArticleNo arbitrage conditions and liquidity

Fabian Astic2007

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Articlegreen2007

No arbitrage conditions and liquidity

Fabian Astic · Nizar Touzi

17 citations·0/0 files stored·Journal of Mathematical Economics

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Stochastic processes and financial applications Financial Markets and Investment Strategies Economic theories and models

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References

1995Martingales and Arbitrage in Securities Markets with Transaction Costs 1992DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS1 2004Liquidity risk and arbitrage pricing theory 2003The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time 2010Liquidity Risk and Arbitrage Pricing Theory 1999Hedging and liquidation under transaction costs in currency markets 1989Theory of vector optimization 2003Hedging and Portfolio Optimization in Financial Markets with a Large Trader

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Year2007

Typearticle

Published2007-05-17

VenueJournal of Mathematical Economics

ISSN-L0304-4068

Languageen

Citations17

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/j.jmateco.2006.10.005

openalex_workW2079879443

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