Fundamental theorem of asset pricing under fixed and proportional transaction costs (Q2022927)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7341682
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Fundamental theorem of asset pricing under fixed and proportional transaction costs |
scientific article; zbMATH DE number 7341682 |
Statements
Fundamental theorem of asset pricing under fixed and proportional transaction costs (English)
0 references
3 May 2021
0 references
arbitrage
0 references
transaction costs
0 references
martingale measure
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8804753422737122
0 references
0.8721312284469604
0 references
0.8720015287399292
0 references
0.8682776689529419
0 references
