The fundamental theorem of asset pricing for continuous processes under small transaction costs

Paolo Guasoni, Miklos Rasonyi, Walter Schachermayer

Research output: Contribution to journal › Article › peer-review

Cite this

@article{49b533b19f904982a2fc89535e623a45,

title = "The fundamental theorem of asset pricing for continuous processes under small transaction costs",

author = "Paolo Guasoni and Miklos Rasonyi and Walter Schachermayer",

year = "2010",

language = "English",

volume = "6",

pages = "157--191",

journal = "Annals of Finance",

issn = "1614-2446",

publisher = "Springer",

}

TY - JOUR

T1 - The fundamental theorem of asset pricing for continuous processes under small transaction costs

AU - Guasoni, Paolo

AU - Rasonyi, Miklos

AU - Schachermayer, Walter

PY - 2010

Y1 - 2010

UR - http://www.scopus.com/inward/record.url?scp=84866289570&partnerID=8YFLogxK

M3 - Article

SN - 1614-2446

VL - 6

SP - 157

EP - 191

JO - Annals of Finance

JF - Annals of Finance

ER -