On the density of properly maximal claims in financial markets with transaction costs (Q2455063): Difference between revisions
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Revision as of 08:14, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the density of properly maximal claims in financial markets with transaction costs |
scientific article |
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On the density of properly maximal claims in financial markets with transaction costs (English)
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22 October 2007
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arbitrage
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proportional transaction costs
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fundamental theorem of asset pricing
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proper efficient point
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convex cone
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equivalent martingale measure
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consistent price process
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