Prospective strict no-arbitrage and the fundamental theorem of asset pricing under transaction costs (Q2274232): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1811.11621 / rank | |||
Normal rank | |||
Revision as of 03:10, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Prospective strict no-arbitrage and the fundamental theorem of asset pricing under transaction costs |
scientific article |
Statements
Prospective strict no-arbitrage and the fundamental theorem of asset pricing under transaction costs (English)
0 references
19 September 2019
0 references
proportional transaction costs
0 references
arbitrage
0 references
fundamental theorem of asset pricing
0 references
