Abstract
We describe here a financial framework leading to a “standard” discrete-time model with proportional transaction costs with complete information.
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© 2009 Springer-Verlag Berlin Heidelberg
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Kabanov, Y., Safarian, M. (2009). Arbitrage Theory under Transaction Costs. In: Markets with Transaction Costs. Springer Finance. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-68121-2_3
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DOI: https://doi.org/10.1007/978-3-540-68121-2_3
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Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-68120-5
Online ISBN: 978-3-540-68121-2
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