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The FTAP in the two-asset model under transaction costs (a result of Grigoriev)

Presented by: 
Y Kabanov [Bescancon]
Date: 
Tuesday 1st February 2005 - 17:00 to 18:00
Venue: 
INI Seminar Room 2
University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons