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
Downloadable Citations
About Durham Research Online (DRO)
Administrator e-mail: dro.admin@durham.ac.uk
This application uses the following open-source libraries:
SheetJS Community Edition
Apache License Version 2.0 (http://www.apache.org/licenses/)
PDF.js
Apache License Version 2.0 (http://www.apache.org/licenses/)
Font Awesome
SIL OFL 1.1 (http://scripts.sil.org/OFL)
MIT License (http://opensource.org/licenses/mit-license.html)
CC BY 3.0 ( http://creativecommons.org/licenses/by/3.0/)
Powered by Worktribe © 2025
Advanced Search