Arbitrage under transaction costs revisited (Q3400717)
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scientific article; zbMATH DE number 5666922
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Arbitrage under transaction costs revisited |
scientific article; zbMATH DE number 5666922 |
Statements
5 February 2010
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transaction costs
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absence of arbitrage
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consistent pricing system
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0.8286813497543335
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0.8244961500167847
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0.8192358016967773
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