Semimartingale price systems in models with transaction costs beyond efficient friction
Crossref DOI link: https://doi.org/10.1007/s00780-022-00484-9
Published Online: 2022-09-05
Published Print: 2022-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Kühn, Christoph
Molitor, Alexander
Funding for this research was provided by:
Johann Wolfgang Goethe-Universität, Frankfurt am Main
Text and Data Mining valid from 2022-09-05
Version of Record valid from 2022-09-05
Article History
Received: 27 August 2020
Accepted: 13 April 2022
First Online: 5 September 2022