Semimartingale price systems in models with transaction costs beyond efficient friction (Q2675819): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3122719079 / rank | |||
Normal rank | |||
Revision as of 21:30, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semimartingale price systems in models with transaction costs beyond efficient friction |
scientific article |
Statements
Semimartingale price systems in models with transaction costs beyond efficient friction (English)
0 references
26 September 2022
0 references
proportional transaction costs
0 references
no unbounded profit with bounded risk
0 references
strategies of infinite variation
0 references
semimartingales
0 references
stochastic integration
0 references
