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No-arbitrage criteria for financial markets with efficient friction |
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| Authors: | Yuri Kabanov Miklós Rásonyi Christophe Stricker |
| Affiliation: | Laboratoire de Mathématiques, Université de Franche-Comté, 16 Route de Gray, 25030 Besan?on, Cedex France (e-mail: Yuri.Kabanov@Math.Univ-FComte.fr), FR Computer and Automation Institute of the Hungarian Academy of Sciences, 1111 Budapest, Hungary, HU |
| Abstract: | |
| Keywords: | : Transaction costs arbitrage hedging solvency |
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