Choquet pricing for financial markets with frictions
Year of publication: |
1996
|
---|---|
Authors: | Chateauneuf, Alain |
Other Persons: | Kast, Robert (contributor) ; Lapied, André (contributor) |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 6.1996, 3, p. 323-330
|
Subject: | CAPM | Transaktionskosten | Transaction costs | Theorie | Theory |
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