Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs
Emmanuel Denis; Yuri Kabanov
| Year of publication: |
2011
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|---|---|
| Authors: | Denis, Emmanuel ; Kabanov, Jurij M. |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 16.2012, 1, p. 135-154
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| Subject: | Arbitrage Pricing | Arbitrage pricing | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Martingal | Martingale | Theorie | Theory |
| 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/10009423233