The fundamental theorem of asset pricing for continuous processes under small transaction costs
Paolo Guasoni; Miklós Rásonyi; Walter Schachermayer
| Year of publication: |
2010
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|---|---|
| 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
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| Subject: | CAPM | Arbitrage Pricing | Arbitrage pricing | Transaktionskosten | Transaction costs | Martingal | Martingale | 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/10003941214