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  • Search: subject:"nondominated collection of probability measures"
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CAPM 1 Martingal 1 Martingale 1 Option pricing theory 1 Optionspreistheorie 1 Portfolio selection 1 Portfolio-Management 1 Transaction costs 1 Transaktionskosten 1 fundamental theorem of asset pricing 1 martingale selection problem 1 nondominated collection of probability measures 1 transaction costs 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Bayraktar, Erhan 1 Zhang, Yuchong 1
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Mathematics of operations research 1
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Fundamental theorem of asset pricing under transaction costs and model uncertainty
Bayraktar, Erhan; Zhang, Yuchong - In: Mathematics of operations research 41 (2016) 3, pp. 1039-1054
Persistent link: https://www.econbiz.de/10011520813
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