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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Mathematical programming"
~subject:"Transaktionskosten"
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The fundamental theorem of asset pricing under proportional transaction costs in finite discrete time
Schachermayer, Walter
- In:
Mathematical finance : an international journal of …
14
(
2004
)
1
,
pp. 19-48
Persistent link: https://www.econbiz.de/10001917667
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Shadow prices for continuous processes
Czichowsky, Christoph
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Schachermayer, Walter
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Yang, Junjian
- In:
Mathematical finance : an international journal of …
27
(
2017
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3
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pp. 623-658
Persistent link: https://www.econbiz.de/10011764961
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