Asset pricing and hedging in financial markets with transaction costs: an approach based on the von Neumann-Gale model (Q665729): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1007/s10436-006-0042-2 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1007/S10436-006-0042-2 / rank | |||
Normal rank | |||
Revision as of 06:42, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asset pricing and hedging in financial markets with transaction costs: an approach based on the von Neumann-Gale model |
scientific article |
Statements
Asset pricing and hedging in financial markets with transaction costs: an approach based on the von Neumann-Gale model (English)
0 references
6 March 2012
0 references
asset pricing
0 references
hedging
0 references
transaction costs
0 references
trading constraints
0 references
von Neumann-Gale model
0 references
consistent valuation systems
0 references
0 references
0 references
0 references
