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Finance / Solvency cone / Arbitrage / Futures contract / Transaction cost / Mathematical finance / Financial economics / Economics
Date: 2010-06-22 16:08:55
Finance
Solvency cone
Arbitrage
Futures contract
Transaction cost
Mathematical finance
Financial economics
Economics

Motivation and proportional transaction costs models Model and notations No Arbitrage of the 2nd kind No Arbitrage of the 1st k Arbitrage for investment-production model in discrete time with proportional transaction co

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