Arbitrage and control problems in finance. A presentation

Article Abstract:

Research is presented describing the study of asset pricing using an arbitrage method which relies on a perfect market for reliable outcomes compared with similar methods.

Analysis

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The Harrison-Pliska arbitrage pricing theorem under transaction costs

Article Abstract:

Research is presented describing the study of asset pricing using an arbitrage method which relies on a perfect market for reliable outcomes compared with similar methods.

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Arbitrage and viability in securities markets with fixed trading costs

Article Abstract:

Research is presented describing the study of fixed costs in the transaction and trading of securities and the role of viability in pricing strategy.

Overhead costs, Mathematical foundations

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