Asymptotic arbitrage with small transaction costs - Research Collection

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Author

Lépinette, Emmanuel

Perez-Ostafe, Lavinia

Date

2014-10

Type

Journal Article

Citations

Cited 8 times in Web of Science

Cited 8 times in Scopus

ETH Bibliography

yes

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Publication status

published

External links

https://doi.org/10.1007/s00780-014-0242-y

Journal / series

Finance and Stochastics

Volume

18(4)

Pages / Article No.

917 - 939

Publisher

Springer

Subject

Large financial market; Asymptotic arbitrage; Transaction costs; Consistent price system; Monotone convergence for local martingales

Notes

Received 2 November 2012, Accepted 17 December 2013, Published online 19 August 2014.

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Citations

Cited 8 times in Web of Science

Cited 8 times in Scopus

ETH Bibliography

yes

Altmetrics