No-arbitrage criteria under small transaction costs

No-arbitrage criteria under small transaction costs

Fri, 12/11/2010
14:15 		Yuri Kabanov (Universite de Franche-Compte) Nomura Seminar Add to calendar DH 1st floor SR
No-arbitrage criteria under small transaction costs
The talk will be devoted to criteria of absence of arbitrage opportunities under small transaction costs for a family of multi-asset models of financial market.