Fundamental Theorem of Asset Pricing Under Transaction Costs and Model Uncertainty (Q3186542): Difference between revisions
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Revision as of 10:04, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fundamental Theorem of Asset Pricing Under Transaction Costs and Model Uncertainty |
scientific article |
Statements
Fundamental Theorem of Asset Pricing Under Transaction Costs and Model Uncertainty (English)
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10 August 2016
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transaction costs
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nondominated collection of probability measures
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fundamental theorem of asset pricing
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martingale selection problem
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