Asset Pricing and Hedging in Financial Markets with Transaction Costs: An Approach Based on the Von Neumann–Gale Model
| Year of publication: |
2006
|
|---|---|
| Authors: | Dempster, M. ; Evstigneev, I. ; Taksar, M. |
| Published in: |
Annals of Finance. - Springer. - Vol. 2.2006, 4, p. 327-355
|
| Publisher: |
Springer |
| Subject: | Asset pricing | Hedging | Transaction costs | Trading constraints | Von Neumann–Gale model | Consistent valuation systems |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005542191