SHORT COMMUNICATION - Dynamic Arbitrage-Free Asset Pricing with Proportional Transaction Costs
| Year of publication: |
2002
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| Authors: | Zhang, Shunming ; Xu, Chunlei ; Deng, Xiaotie |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 10731945. - Vol. 12.2002, 1, p. 89
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