Robust No Arbitrage Condition for Continuous-Time Models with Transaction Costs
Data and Resources
Additional Info
| Field | Value |
|---|---|
| Source | Recent Advances in Financial Engineering. |
| Author | Denis, Emmanuel |
| Maintainer | CCSD |
| Last Updated | May 17, 2026, 07:19 (UTC) |
| Created | May 17, 2026, 07:19 (UTC) |
| Identifier | hal-00700864 |
| Language | en |
| contributor | CEntre de REcherches en MAthématiques de la DEcision (CEREMADE) ; Université Paris Dauphine-PSL ; Université Paris Sciences et Lettres (PSL)-Université Paris Sciences et Lettres (PSL)-Centre National de la Recherche Scientifique (CNRS) |
| creator | Denis, Emmanuel |
| date | 2010-05-17T00:00:00 |
| harvest_object_id | b92100f8-3a9e-4e6a-8506-db77d6674799 |
| harvest_source_id | 3374d638-d20b-4672-ba96-a23232d55657 |
| harvest_source_title | test moissonnage SELUNE |
| metadata_modified | 2025-06-13T00:00:00 |
| set_spec | type:ART |