Martingales and Arbitrage in Securities Markets with Transaction Costs

• 1 June 1995
• journal article
• Published by Elsevier in Journal of Economic Theory
• Vol. 66  (1) , 178-197
• https://doi.org/10.1006/jeth.1995.1037

Abstract

All Related Versions

• Version 1, RePEc (Unconfirmed version)