Prospective strict no-arbitrage and the fundamental theorem of asset pricing under transaction costs (Q2274232)
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scientific article
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| English | Prospective strict no-arbitrage and the fundamental theorem of asset pricing under transaction costs |
scientific article |
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Prospective strict no-arbitrage and the fundamental theorem of asset pricing under transaction costs (English)
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19 September 2019
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proportional transaction costs
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arbitrage
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fundamental theorem of asset pricing
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0.8543847799301147
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0.8522745966911316
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0.8388932943344116
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0.8325679898262024
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0.81731116771698
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