摘要翻译：
基于对债券市场的应用，我们提出了一个离散时间金融市场的多变量框架，该金融市场具有比例交易费用和可数无限个可交易资产。我们证明了Rasonyi最近为有限维市场引入的第二类性质（简称NA2）的无套利性，允许我们在适当的有效摩擦条件下以一种非常自然的方式为可达到的权利要求集提供闭包性质。我们还将NA2的等价性与许多（严格）一致价格系统的存在性推广到这一上下文中。
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英文标题：
《No-arbitrage of second kind in countable markets with proportional
  transaction costs》
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作者：
Bruno Bouchard, Erik Taflin
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最新提交年份：
2013
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Computational Finance        计算金融学
分类描述：Computational methods, including Monte Carlo, PDE, lattice and other numerical methods with applications to financial modeling
计算方法，包括蒙特卡罗，偏微分方程，格子和其他数值方法，并应用于金融建模
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一级分类：Mathematics        数学
二级分类：Probability        概率
分类描述：Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory
概率论与随机过程的理论与应用：例如中心极限定理，大偏差，随机微分方程，统计力学模型，排队论
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一级分类：Quantitative Finance        数量金融学
二级分类：Pricing of Securities        证券定价
分类描述：Valuation and hedging of financial securities, their derivatives, and structured products
金融证券及其衍生产品和结构化产品的估值和套期保值
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英文摘要：
  Motivated by applications to bond markets, we propose a multivariate framework for discrete time financial markets with proportional transaction costs and a countable infinite number of tradable assets. We show that the no-arbitrage of second kind property (NA2 in short), recently introduced by Rasonyi for finite-dimensional markets, allows us to provide a closure property for the set of attainable claims in a very natural way, under a suitable efficient friction condition. We also extend to this context the equivalence between NA2 and the existence of many (strictly) consistent price systems.
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PDF链接：
https://arxiv.org/pdf/1008.3276