The fundamental theorem of asset pricing in the presence of bid-ask and interest rate spreads (Q553523)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The fundamental theorem of asset pricing in the presence of bid-ask and interest rate spreads |
scientific article |
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The fundamental theorem of asset pricing in the presence of bid-ask and interest rate spreads (English)
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27 July 2011
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fundamental theorem of asset pricing
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proportional transaction costs
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different borrowing and lending rates
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