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Monotone processes, just like martingales, can often be recovered from their final values.
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Consistent price systems and face-lifting pricing under transaction costs
P. Guasoni, M. Rásonyi, and W. Schachermayer · 2008
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Sticky continuous processes have consistent price systems
C. Bender, M. Pakkanen, and H. Sayit · 2015
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Weak tail conditions for local martingales
H. Hulley and J. Ruf · 2015
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No arbitrage under transaction costs, with fractional Brownian motion and beyond
P. Guasoni · 2006
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Structure of martingale transports in finite dimensions
J. Obłój and P. Siorpaes · 2017
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