Fundamental Theorem of Asset Pricing under fixed and proportional costs in multi-asset setting and finite probability space
Tomasz Zastawniak
| Year of publication: |
2024
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|---|---|
| Authors: | Zastawniak, Tomasz |
| Published in: |
Decisions in economics and finance : a journal of applied mathematics. - Milano : Springer Italia, ISSN 1129-6569, ZDB-ID 2023516-1. - Vol. 47.2024, 1, p. 137-149
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| Subject: | Arbitrage | Martingale measure | Transaction costs | Transaktionskosten | CAPM | Martingal | Martingale | Portfolio-Management | Portfolio selection | Arbitrage Pricing | Arbitrage pricing | Optionspreistheorie | Option pricing theory |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10203-024-00439-z [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015044789