Martingales and arbitage in securities markets with transaction costs (Q1897315): Difference between revisions
From MaRDI portal
Removed claims |
Set OpenAlex properties. |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / author | |||
| Property / author: Elyès Jouini / rank | |||
Normal rank | |||
| Property / author | |||
| Property / author: Hedi Kallal / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1006/jeth.1995.1037 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2060302284 / rank | |||
Normal rank | |||
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)
0 references
27 August 1995
0 references
absence of arbitrage in dynamic securities markets
0 references
linear pricing rules
0 references
