Dynamic arbitrage-free asset pricing with proportional transaction costs

Xiaotie Deng; Chunlei Xu; Shunming Zhang

Year of publication:	2004
Authors:	Deng, Xiaotie ; Xu, Chunlei ; Zhang, Shunming
Published in:	Progress in economics research. - New York : Nova Science Publishers, ISSN 1549-1552, ZDB-ID 3092663-4. - Vol. 7.2004, p. 95-111
Subject:	CAPM \| Arbitrage \| Transaktionskosten \| Transaction costs \| Theorie \| Theory

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