Dynamic Arbitrage-Free Asset Pricing with Proportional Transaction Costs
| Year of publication: |
2002
|
|---|---|
| Authors: | ZHANG, SHUNMING ; XU, CHUNLEI ; DENG, XIAOTIE |
| Published in: |
Mathematical Finance. - Wiley Blackwell, ISSN 0960-1627. - Vol. 12.2002, 1, p. 89-97
|
| Publisher: |
Wiley Blackwell |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005139671