On the density of properly maximal claims in financial markets with transaction costs (Q2455063)
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scientific article; zbMATH DE number 5202771
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| English | On the density of properly maximal claims in financial markets with transaction costs |
scientific article; zbMATH DE number 5202771 |
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On the density of properly maximal claims in financial markets with transaction costs (English)
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22 October 2007
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arbitrage
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proportional transaction costs
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fundamental theorem of asset pricing
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proper efficient point
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convex cone
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equivalent martingale measure
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consistent price process
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0.85084456
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0.8495035
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0.8437588
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0.84186965
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0.84013265
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0.8379552
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0.8363945
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0.83494306
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