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Principle Seminar of the Department of Probability Theory, Moscow State University
September 26, 2018 16:45–17:45, Moscow, MSU, auditorium 12-24
 


Models of financial markets with small transaction costs

Yu. M. Kabanov

Lomonosov Moscow State University

Abstract: The talk is an overview of some recent results on models of financial markets with small transaction costs. The main attention will be payed to an extension of the Kusuoka theorem to models with a finite number of risky assets.
 
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