No-arbitrage criteria for financial markets with transaction costs and incomplete information
Dimitry De Vallière; Yuri Kabanov; Christophe Stricker
| Year of publication: |
2007
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|---|---|
| Authors: | De Vallière, Dimitry ; Kabanov, Yuri ; Stricker, Christophe |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 11.2007, 2, p. 237-251
|
| Subject: | Arbitrage | Hedging | Transaktionskosten | Transaction costs | Unvollkommene Information | Incomplete information | 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/10003439760