Asymptotic arbitrage with small transaction costs
Irene Klein; Emmanuel Lépinette; Lavinia Perez-Ostafe
| Year of publication: |
2014
|
|---|---|
| Authors: | Klein, Irene ; Lépinette, Emmanuel ; Perez-Ostafe, Lavinia |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 18.2014, 4, p. 917-939
|
| Subject: | Large financial market | Asymptotic arbitrage | Transaction costs | Consistent price system | Monotone convergence for local martingales | Transaktionskosten | Theorie | Theory | Arbitrage Pricing | Arbitrage pricing | Martingal | Martingale | Arbitrage | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010416822