The fundamental theorem of asset pricing for continuous processes under small transaction costs
Year of publication: |
2010
|
---|---|
Authors: | Guasoni, Paolo ; Rásonyi, Miklós ; Schachermayer, Walter |
Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 6.2010, 2, p. 157-191
|
Subject: | CAPM | Arbitrage Pricing | Arbitrage pricing | Transaktionskosten | Transaction costs | Martingal | Martingale | Theorie | Theory |
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