Consistent price systems for bounded processes
(2011)
Journal Article
Maris, F., Mbakop, E., & Sayit, H. (2011). Consistent price systems for bounded processes. Communications on stochastic analysis, 5(4), 633-645
Outputs (2)
Arbitrage-free models in markets with transaction costs (2011)
Journal Article
Sayit, H., & Viens, F. (2011). Arbitrage-free models in markets with transaction costs. Electronic Communications in Probability, 16, 614-622. https://doi.org/10.1214/ecp.v16-1671