Sticky processes, local and true martingales
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References listed on IDEAS
- Paolo Guasoni, 2006. "No Arbitrage Under Transaction Costs, With Fractional Brownian Motion And Beyond," Mathematical Finance, Wiley Blackwell, vol. 16(3), pages 569-582, July.
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- Paolo Guasoni & Mikl'os R'asonyi & Walter Schachermayer, 2008. "Consistent price systems and face-lifting pricing under transaction costs," Papers 0803.4416, arXiv.org.
- Paolo Guasoni & Miklós Rásonyi, 2015. "Fragility of arbitrage and bubbles in local martingale diffusion models," Finance and Stochastics, Springer, vol. 19(2), pages 215-231, April.
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Cited by:
- Nicolas Hérault & Dean Hyslop & Stephen P. Jenkins & Roger Wilkins, 2024.
"Rising top‐income persistence in Australia: Evidence from income tax data,"
Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 70(1), pages 154-186, March.
- Hérault, Nicolas & Hyslop, Dean & Jenkins, Stephen P. & Wilkins, Roger, 2021. "Rising top-income persistence in Australia: evidence from income tax data," LSE Research Online Documents on Economics 112125, London School of Economics and Political Science, LSE Library.
- Hérault, Nicolas & Hyslop, Dean & Jenkins, Stephen P. & Wilkins, Roger, 2022. "Rising top-income persistence in Australia: evidence from income tax data," LSE Research Online Documents on Economics 117265, London School of Economics and Political Science, LSE Library.
- Herault, Nicolas & Hyslop, Dean & Jenkins, Stephen P. & Wilkins, Roger, 2021. "Rising Top-Income Persistence in Australia: Evidence from Income Tax Data," SocArXiv az7tf, Center for Open Science.
- Nicolas Hérault & Dean Hyslop & Stephen P. Jenkins & Roger Wilkins, 2021. "Rising top-income persistence in Australia: Evidence from income tax data," Melbourne Institute Working Paper Series wp2021n20, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Herault, Nicolas & Hyslop, Dean & Jenkins, Stephen P. & Wilkins, Roger, 2021. "Rising Top-Income Persistence in Australia: Evidence from Income Tax Data," IZA Discussion Papers 14737, Institute of Labor Economics (IZA).
- Huy N. Chau & Mikl'os R'asonyi, 2016. "Skorohod's representation theorem and optimal strategies for markets with frictions," Papers 1606.07311, arXiv.org, revised Apr 2017.
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