No-arbitrage criteria for financial markets with transaction costs and incomplete information
| Year of publication: |
2007
|
|---|---|
| Authors: | Vallière, Dimitri De ; Kabanov, Yuri ; Stricker, Christophe |
| Published in: |
Finance and Stochastics. - Springer. - Vol. 11.2007, 2, p. 237-251
|
| Publisher: |
Springer |
| Subject: | Transaction costs | Incomplete information | Arbitrage | Hedging |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005390739