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Article Dans Une Revue Finance and Stochastics Année : 2007

No-arbitrage properties for financial markets with transaction costs and incomplete information.

Résumé

This note deals with criteria of absence of arbitrage opportunities for an investor acting in a market with friction and having a limited access to the information flow.
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Dates et versions

hal-00488134 , version 1 (01-06-2010)

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  • HAL Id : hal-00488134 , version 1

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Dimitri de Vallière, Yuri Kabanov, Christophe Stricker. No-arbitrage properties for financial markets with transaction costs and incomplete information.. Finance and Stochastics, 2007, 11 (2), pp.237-251. ⟨hal-00488134⟩
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