Sticky continuous processes have consistent price systems
Year of publication: |
2013-08-11
|
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Authors: | Bender, Christian ; Pakkanen, Mikko S. ; Sayit, Hasanjan |
Institutions: | School of Economics and Management, University of Aarhus |
Subject: | Consistent price system | stickiness | martingale | arbitrage | transaction costs |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | 1 pages long |
Classification: | G10 - General Financial Markets. General ; G12 - Asset Pricing ; D23 - Organizational Behavior; Transaction Costs; Property Rights |
Source: |
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