On general financial markets with concave transactions costs (2409.20193v2)

Published 30 Sep 2024 in math.PR

Abstract: In the paper we study markets with concave transaction costs which depend in a concave way on the volume of transaction. This is typical situation in the case of small investors, which commonly appears in currency and real estate markets. Sufficient conditions for absence of arbitrage are formulated. New notion of asymptotic arbitrage is introduced and used to study the above mentioned markets.

Summary

We haven't generated a summary for this paper yet.

Paper Prompts

Sign up for free to create and run prompts on this paper using GPT-5.

Top Community Prompts

Explain it Like I'm 14

Practical Applications

Conceptual Simplification

Sign Up to Activate View All Prompts

Open Problems

We haven't generated a list of open problems mentioned in this paper yet.

Continue Learning

We haven't generated follow-up questions for this paper yet.

Authors (2)

Collections

Sign up for free to add this paper to one or more collections.

Tweets

This paper has been mentioned in 1 tweet and received 0 likes.

Upgrade to Pro to view all of the tweets about this paper:

Start a free 7-day Pro trial