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The fundamental theorem of asset pricing under bid-ask and interest rate spreads

Research group:
Stochastic Analysis and Mathematical Finance
TitleThe fundamental theorem of asset pricing under bid-ask and interest rate spreads
Publication TypeJournal Article
Year of Publication2011
AuthorsRoux A
Refereed DesignationRefereed
JournalJournal of Mathematical Economics
Volume47
Start Page159-164
Date Published06/2011

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Edited 1 Oct 2011 - 10:44 by cac7

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