No-arbitrage in discrete-time markets with proportional transaction costs and general information structure
Bruno Bouchard
| Year of publication: |
2006
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|---|---|
| Authors: | Bouchard, Bruno |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 10.2006, 2, p. 276-297
|
| Subject: | Kapitalmarkttheorie | Financial economics | Arbitrage Pricing | Arbitrage pricing | 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/10003334925