NO MARGINAL ARBITRAGE OF THE SECOND KIND FOR HIGH PRODUCTION REGIMES IN DISCRETE TIME PRODUCTION–INVESTMENT MODELS WITH PROPORTIONAL TRANSACTION COSTS (Q4917304)
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scientific article; zbMATH DE number 6159252
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| English | NO MARGINAL ARBITRAGE OF THE SECOND KIND FOR HIGH PRODUCTION REGIMES IN DISCRETE TIME PRODUCTION–INVESTMENT MODELS WITH PROPORTIONAL TRANSACTION COSTS |
scientific article; zbMATH DE number 6159252 |
Statements
NO MARGINAL ARBITRAGE OF THE SECOND KIND FOR HIGH PRODUCTION REGIMES IN DISCRETE TIME PRODUCTION–INVESTMENT MODELS WITH PROPORTIONAL TRANSACTION COSTS (English)
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29 April 2013
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financial markets with transaction costs
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nonlinear returns
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no-arbitrage of the second kind
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consistent price systems
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0.8507496
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0.8417665
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0.8255878
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0.81894934
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0.8120074
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0.8044038
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0.80159414
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0.79902834
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