Dynamic Arbitrage-Free Asset Pricing with Proportional Transaction Costs (Q4548072)
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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 |
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Dynamic Arbitrage-Free Asset Pricing with Proportional Transaction Costs (English)
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19 September 2002
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fundamental valuation theorems
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arbitrage-free pricing theory
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