Dynamic Arbitrage-Free Asset Pricing with Proportional Transaction Costs (Q4548072): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q221890 |
||
| Property / author | |||
| Property / author: Xiaotie Deng / rank | |||
Revision as of 09:56, 11 February 2024
scientific article; zbMATH DE number 1786781
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic Arbitrage-Free Asset Pricing with Proportional Transaction Costs |
scientific article; zbMATH DE number 1786781 |
Statements
Dynamic Arbitrage-Free Asset Pricing with Proportional Transaction Costs (English)
0 references
19 September 2002
0 references
fundamental valuation theorems
0 references
arbitrage-free pricing theory
0 references
