Martingales and arbitage in securities markets with transaction costs (Q1897315)

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Martingales and arbitage in securities markets with transaction costs
scientific article

    Statements

    title
    Martingales and arbitage in securities markets with transaction costs (English)
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    publication date
    27 August 1995
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    zbMATH Keywords
    absence of arbitrage in dynamic securities markets
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    linear pricing rules
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    author
    Elyès Jouini
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    Hedi Kallal
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    Identifiers

    Mathematics Subject Classification ID
    91G80
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    60G44
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    91B24
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    zbMATH DE Number
    790397
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    OpenAlex ID
    W2060302284
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