Sciweavers

Share
FS   2016
Wall of Fame | Most Viewed FS-2016 Paper
FS
2016
101views FPGA» more  FS 2016»
2 years 8 months ago
Consistent price systems under model uncertainty
We develop a version of the fundamental theorem of asset pricing for discrete-time markets with proportional transaction costs and model uncertainty. A robust notion of no-arbitra...
Bruno Bouchard, Marcel Nutz
Disclaimer and Copyright Notice
Sciweavers respects the rights of all copyright holders and in this regard, authors are only allowed to share a link to their preprint paper on their own website. Every contribution is associated with a desciptive image. It is the sole responsibility of the authors to ensure that their posted image is not copyright infringing. This service is compliant with IEEE copyright.
IdReadViewsTitleStatus
1Download preprint from source101
2Download preprint from source65
3Download preprint from source59
books