{"id":"https://openalex.org/W1985948815","doi":"https://doi.org/10.1007/s00780-010-0144-6","title":"Consistent price systems and arbitrage opportunities of\u00a0the\u00a0second kind in models with transaction costs","display_name":"Consistent price systems and arbitrage opportunities of\u00a0the\u00a0second kind in models with transaction costs","publication_year":2011,"publication_date":"2011-01-28","ids":{"openalex":"https://openalex.org/W1985948815","doi":"https://doi.org/10.1007/s00780-010-0144-6","mag":"1985948815"},"language":"en","primary_location":{"id":"doi:10.1007/s00780-010-0144-6","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00780-010-0144-6","pdf_url":null,"source":{"id":"https://openalex.org/S172526255","display_name":"Finance and Stochastics","issn_l":"0949-2984","issn":["0949-2984","1432-1122"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Finance and Stochastics","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5062797240","display_name":"Emmanuel Denis","orcid":null},"institutions":[{"id":"https://openalex.org/I56435720","display_name":"Universit\u00e9 Paris Dauphine-PSL","ror":"https://ror.org/052bz7812","country_code":"FR","type":"education","lineage":["https://openalex.org/I2746051580","https://openalex.org/I56435720"]}],"countries":["FR"],"is_corresponding":true,"raw_author_name":"Emmanuel Denis","raw_affiliation_strings":["Ceremade, Universit\u00e9 Paris Dauphine, Place du Mar\u00e9chal De Lattre De Tassigny, 75775, Paris cedex 16, France","Universite paris dauphine"],"affiliations":[{"raw_affiliation_string":"Ceremade, Universit\u00e9 Paris Dauphine, Place du Mar\u00e9chal De Lattre De Tassigny, 75775, Paris cedex 16, France","institution_ids":["https://openalex.org/I56435720"]},{"raw_affiliation_string":"Universite paris dauphine","institution_ids":["https://openalex.org/I56435720"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5028886378","display_name":"Yuri Kabanov","orcid":"https://orcid.org/0000-0002-6275-1112"},"institutions":[{"id":"https://openalex.org/I2802368776","display_name":"Central Economics and Mathematics Institute","ror":"https://ror.org/02n937p61","country_code":"RU","type":"facility","lineage":["https://openalex.org/I1313323035","https://openalex.org/I2802368776","https://openalex.org/I4210120228"]},{"id":"https://openalex.org/I4210155549","display_name":"Laboratoire de Math\u00e9matiques Blaise Pascal","ror":"https://ror.org/05sd5r855","country_code":"FR","type":"facility","lineage":["https://openalex.org/I1294671590","https://openalex.org/I1294671590","https://openalex.org/I198244214","https://openalex.org/I4210141950","https://openalex.org/I4210155549"]},{"id":"https://openalex.org/I4387152972","display_name":"Laboratoire de Math\u00e9matiques de Besan\u00e7on","ror":"https://ror.org/04nrhwg12","country_code":"FR","type":"facility","lineage":["https://openalex.org/I1294671590","https://openalex.org/I4387152972","https://openalex.org/I4405256580"]},{"id":"https://openalex.org/I90843659","display_name":"Universit\u00e9 de franche-comt\u00e9","ror":"https://ror.org/03pcc9z86","country_code":"FR","type":"education","lineage":["https://openalex.org/I90843659"]}],"countries":["FR","RU"],"is_corresponding":false,"raw_author_name":"Yuri Kabanov","raw_affiliation_strings":["Central Economics and Mathematics Institute, Moscow, Russia","Laboratoire de Math\u00e9matiques, Universit\u00e9 de Franche-Comt\u00e9, 16 Route de Gray, 25030, Besan\u00e7on cedex, France","Central Economics and Mathematics Institute","Universit\u00e9 de Franche-Comt\u00e9"],"affiliations":[{"raw_affiliation_string":"Central Economics and Mathematics Institute, Moscow, Russia","institution_ids":["https://openalex.org/I2802368776"]},{"raw_affiliation_string":"Laboratoire de Math\u00e9matiques, Universit\u00e9 de Franche-Comt\u00e9, 16 Route de Gray, 25030, Besan\u00e7on cedex, France","institution_ids":["https://openalex.org/I90843659","https://openalex.org/I4387152972","https://openalex.org/I4210155549"]},{"raw_affiliation_string":"Central Economics and Mathematics Institute","institution_ids":["https://openalex.org/I2802368776"]},{"raw_affiliation_string":"Universit\u00e9 de Franche-Comt\u00e9","institution_ids":["https://openalex.org/I90843659"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5062797240"],"corresponding_institution_ids":["https://openalex.org/I56435720"],"apc_list":{"value":2290,"currency":"EUR","value_usd":2890},"apc_paid":null,"fwci":6.4165,"has_fulltext":false,"cited_by_count":28,"citation_normalized_percentile":{"value":0.96506968,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":99},"biblio":{"volume":"16","issue":"1","first_page":"135","last_page":"154"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9986000061035156,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9986000061035156,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12137","display_name":"Economic theories and models","score":0.9912999868392944,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9776999950408936,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/arbitrage","display_name":"Arbitrage","score":0.8619067668914795},{"id":"https://openalex.org/keywords/transaction-cost","display_name":"Transaction cost","score":0.7147087454795837},{"id":"https://openalex.org/keywords/database-transaction","display_name":"Database transaction","score":0.4851246774196625},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.46331027150154114},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.45020806789398193},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.39071783423423767},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.3570355772972107},{"id":"https://openalex.org/keywords/microeconomics","display_name":"Microeconomics","score":0.355401873588562},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.28056594729423523},{"id":"https://openalex.org/keywords/database","display_name":"Database","score":0.07767665386199951}],"concepts":[{"id":"https://openalex.org/C160623529","wikidata":"https://www.wikidata.org/wiki/Q273088","display_name":"Arbitrage","level":2,"score":0.8619067668914795},{"id":"https://openalex.org/C98965940","wikidata":"https://www.wikidata.org/wiki/Q877496","display_name":"Transaction cost","level":2,"score":0.7147087454795837},{"id":"https://openalex.org/C75949130","wikidata":"https://www.wikidata.org/wiki/Q848010","display_name":"Database transaction","level":2,"score":0.4851246774196625},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.46331027150154114},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.45020806789398193},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.39071783423423767},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3570355772972107},{"id":"https://openalex.org/C175444787","wikidata":"https://www.wikidata.org/wiki/Q39072","display_name":"Microeconomics","level":1,"score":0.355401873588562},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.28056594729423523},{"id":"https://openalex.org/C77088390","wikidata":"https://www.wikidata.org/wiki/Q8513","display_name":"Database","level":1,"score":0.07767665386199951}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1007/s00780-010-0144-6","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00780-010-0144-6","pdf_url":null,"source":{"id":"https://openalex.org/S172526255","display_name":"Finance and Stochastics","issn_l":"0949-2984","issn":["0949-2984","1432-1122"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Finance and Stochastics","raw_type":"journal-article"},{"id":"pmh:oai:HAL:hal-00488288v1","is_oa":false,"landing_page_url":"https://hal.science/hal-00488288","pdf_url":null,"source":{"id":"https://openalex.org/S4306402512","display_name":"HAL (Le Centre pour la Communication Scientifique Directe)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1294671590","host_organization_name":"Centre National de la Recherche Scientifique","host_organization_lineage":["https://openalex.org/I1294671590"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Finance and Stochastics, 2011, 16 (1), pp.135-154. ⟨10.1007/s00780-010-0144-6⟩","raw_type":"Journal articles"},{"id":"pmh:oai:RePEc:spr:finsto:v:16:y:2012:i:1:p:135-154","is_oa":false,"landing_page_url":"http://hdl.handle.net/10.1007/s00780-010-0144-6","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/8","score":0.4099999964237213,"display_name":"Decent work and economic growth"}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":37,"referenced_works":["https://openalex.org/W12381429","https://openalex.org/W60932666","https://openalex.org/W105242589","https://openalex.org/W106784239","https://openalex.org/W584258268","https://openalex.org/W1598594238","https://openalex.org/W1967069346","https://openalex.org/W1973025330","https://openalex.org/W1983459664","https://openalex.org/W1988357081","https://openalex.org/W1999415701","https://openalex.org/W2013203876","https://openalex.org/W2021355027","https://openalex.org/W2028380720","https://openalex.org/W2039235929","https://openalex.org/W2050761425","https://openalex.org/W2073421207","https://openalex.org/W2076458153","https://openalex.org/W2082979199","https://openalex.org/W2119059204","https://openalex.org/W2133183661","https://openalex.org/W2147724549","https://openalex.org/W2160042775","https://openalex.org/W2188127598","https://openalex.org/W2232913842","https://openalex.org/W2288178163","https://openalex.org/W2328455113","https://openalex.org/W2485787119","https://openalex.org/W2502053163","https://openalex.org/W2784772637","https://openalex.org/W3104974285","https://openalex.org/W3123888023","https://openalex.org/W3124831598","https://openalex.org/W3125246659","https://openalex.org/W3125379387","https://openalex.org/W4244967830","https://openalex.org/W4253463485"],"related_works":["https://openalex.org/W3124616626","https://openalex.org/W3125573662","https://openalex.org/W3123471613","https://openalex.org/W2712612931","https://openalex.org/W2036970742","https://openalex.org/W3121662768","https://openalex.org/W3126115277","https://openalex.org/W2386799696","https://openalex.org/W1510820065","https://openalex.org/W2391382255"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":1},{"year":2022,"cited_by_count":1},{"year":2020,"cited_by_count":3},{"year":2017,"cited_by_count":2},{"year":2016,"cited_by_count":2},{"year":2015,"cited_by_count":3},{"year":2014,"cited_by_count":4},{"year":2013,"cited_by_count":7},{"year":2012,"cited_by_count":3}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}