Viability and Equilibrium in Securities Markets with Frictions (Q2757304)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Viability and Equilibrium in Securities Markets with Frictions |
scientific article |
Statements
Viability and Equilibrium in Securities Markets with Frictions (English)
0 references
26 November 2001
0 references
viability
0 references
equilibrium
0 references
absence of arbitrage
0 references
free lunch
0 references
market frictions
0 references
convex and sublinear pricing rule
0 references
consistent bid-ask prices
0 references
arbitrage bounds
0 references
equilibrium bounds
0 references