FTAP in finite discrete time with transaction costs by utility maximization
Jörn Sass; Martin Smaga
| Year of publication: |
2014
|
|---|---|
| Authors: | Sass, Jörn ; Smaga, Martin |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 18.2014, 4, p. 805-823
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| Subject: | Proportional transaction costs | Arbitrage | Consistent price system | Fundamental theorem of asset pricing | Utility | Transaktionskosten | Transaction costs | CAPM | Portfolio-Management | Portfolio selection | Optionspreistheorie | Option pricing theory | Arbitrage Pricing | Arbitrage pricing |
| 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://ebvufind01.dmz1.zbw.eu/10010416234