Martingale selection problem and asset pricing in finite discrete time (Q2461006)
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scientific article; zbMATH DE number 5212967
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Martingale selection problem and asset pricing in finite discrete time |
scientific article; zbMATH DE number 5212967 |
Statements
Martingale selection problem and asset pricing in finite discrete time (English)
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19 November 2007
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portfolio constraints
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transaction costs
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price bounds
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0.8386186361312866
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0.7794526219367981
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0.7722568511962891
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0.7648555636405945
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0.7535749673843384
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