No-arbitrage in Discrete-time Markets with Proportional Transaction Costs and General Information structure
| Year of publication: |
2006
|
|---|---|
| Authors: | Bouchard, Bruno |
| Published in: |
Finance and Stochastics. - Springer. - Vol. 10.2006, 2, p. 276-297
|
| Publisher: |
Springer |
| Subject: | Absence of arbitrage | Proportional transaction costs | Imperfect information | Optional projection |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005759622