Martingales and arbitage in securities markets with transaction costs (Q1897315): Difference between revisions
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| Property / author: Elyès Jouini / rank | |||
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| Property / author: Hedi Kallal / rank | |||
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| Property / author: Elyès Jouini / rank | |||
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| Property / author: Hedi Kallal / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL: https://doi.org/10.1006/jeth.1995.1037 / rank | |||
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| Property / OpenAlex ID: W2060302284 / rank | |||
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Latest revision as of 03:21, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Martingales and arbitage in securities markets with transaction costs |
scientific article |
Statements
Martingales and arbitage in securities markets with transaction costs (English)
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27 August 1995
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absence of arbitrage in dynamic securities markets
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linear pricing rules
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