Place du Marechal de Lattre de Tassigny
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Université Paris Dauphine - CEREMADE
in Total Papers Citations
equilibrium, transaction costs, liquidity premium
Expected loss constraint, hedging, transaction cost, asymptotic expansion
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financial markets with transaction costs, nonlinear returns, no‐arbitrage of the second kind, consistent price systems
File name: MAFI.pdf
duality, model uncertainty, superreplication, transaction cost
fundamental theorem of asset pricing, arbitrage of the first kind, superhedging duality, nondominated model
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