Martingales and arbitage in securities markets with transaction costs (Q1897315)
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scientific article; zbMATH DE number 790397
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Martingales and arbitage in securities markets with transaction costs |
scientific article; zbMATH DE number 790397 |
Statements
Martingales and arbitage in securities markets with transaction costs (English)
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27 August 1995
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absence of arbitrage in dynamic securities markets
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linear pricing rules
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0.8532199263572693
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0.8492915630340576
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0.8317552208900452
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0.8168776631355286
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