The face-lifting theorem for proportional transaction costs in multiasset models (Q3061272)
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scientific article; zbMATH DE number 5826750
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| default for all languages | No label defined |
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| English | The face-lifting theorem for proportional transaction costs in multiasset models |
scientific article; zbMATH DE number 5826750 |
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The face-lifting theorem for proportional transaction costs in multiasset models (English)
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14 December 2010
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transaction costs
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no-arbitrage
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consistent price systems
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0.7965855598449707
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0.7894251346588135
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0.7857248187065125
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0.784125030040741
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0.7812467217445374
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