The fundamental theorem of asset princing with either frictionless or frictional security markets
Helen H. Huang, Shunming Zhang
| Year of publication: |
2014
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|---|---|
| Authors: | Huang, Helen H. ; Zhang, Shunming |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 4.2014, 2, p. 123-134
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| Subject: | The First Fundamental Valuation Theorems | Transaction Costs | Weak Arbitrage-Freeness | Strict Arbitrage-Freeness | Arbitrage-Free Pricing Theory | Locally Convex Topological Space | Separable Banach Space | Theorie | Theory | Transaktionskosten | Transaction costs | CAPM | Arbitrage Pricing | Arbitrage pricing |
| 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/10010380905