F Maris
Consistent price systems for bounded processes
Maris, F; Mbakop, E; Sayit, H
Authors
E Mbakop
H Sayit
Citation
Maris, F., Mbakop, E., & Sayit, H. (2011). Consistent price systems for bounded processes. Communications on stochastic analysis, 5(4), 633-645
| Journal Article Type | Article |
|---|---|
| Publication Date | 2011 |
| Deposit Date | Sep 19, 2013 |
| Journal | Communications on stochastic analysis |
| Print ISSN | 0973-9599 |
| Electronic ISSN | 2688-6669 |
| Peer Reviewed | Peer Reviewed |
| Volume | 5 |
| Issue | 4 |
| Pages | 633-645 |
| Public URL | https://durham-repository.worktribe.com/output/1469479 |
| Publisher URL | https://www.math.lsu.edu/cosa/contents.htm |
You might also like
Consistent Price Systems in Multiasset Markets
(2012)
Journal Article
No arbitrage conditions for simple trading strategies
(2010)
Journal Article
Arbitrage-free models in markets with transaction costs
(2011)
Journal Article
Absence of arbitrage in a general framework
(2012)
Journal Article