Erik Taflin

EISTI

Chaire de finance mathématique

Avenue du Parc

No Address Available, 95011

France

University of Cergy-Pontoise

AGM-Dpt mathématiques

2 av. Adolphe Chauvin

Cergy-Pontoise Cedex, 95302

France

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Robust No-Free Lunch with Vanishing Risk, a Continuum of Assets and Proportional Transaction Costs

Number of pages: 41 Posted: 30 Mar 2013 Last Revised: 24 Jun 2015
Emmanuel Lepinette, Bruno Bouchard and Erik Taflin
Université Paris-Dauphine - CEREMADE, CNRS, Université Paris Dauphine - CEREMADE and EISTI
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