Proportional transaction costs on asset trades : a note on existence by homotopy methods
| Year of publication: |
2000-12-01
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|---|---|
| Authors: | CITANNA, Alessandro |
| Institutions: | HEC Paris (École des Hautes Études Commerciales) |
| Subject: | Transaction costs | incomplete markets | homotopy methods |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | The text is part of a series Les Cahiers de Recherche - Groupe HEC Number 717 16 pages |
| Classification: | C62 - Existence and Stability Conditions of Equilibrium ; D52 - Incomplete Markets ; G10 - General Financial Markets. General |
| Source: |
Persistent link: https://www.econbiz.de/10005011641