On the market viability under proportional transaction costs (Q4581290)
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scientific article; zbMATH DE number 6919650
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the market viability under proportional transaction costs |
scientific article; zbMATH DE number 6919650 |
Statements
On the market viability under proportional transaction costs (English)
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16 August 2018
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utility maximization
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market viability
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numéraire portfolios
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proportional transaction costs
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(robust) no unbounded profit with bounded risk
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(robust) no local arbitrage with bounded portfolios
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strictly consistent local martingale systems
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