General Arbitrage Pricing Model: II – Transaction Costs (Q5423767)
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scientific article; zbMATH DE number 5207287
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| English | General Arbitrage Pricing Model: II – Transaction Costs |
scientific article; zbMATH DE number 5207287 |
Statements
General Arbitrage Pricing Model: II – Transaction Costs (English)
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31 October 2007
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delta-martingale
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fair price
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fundamental theorem of asset pricing
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general arbitrage pricing model
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generalized arbitrage
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risk-neutral measure
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set of attainable incomes
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transaction costs
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0.8745102882385254
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0.8330570459365845
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0.8330570459365845
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0.8317552208900452
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0.820034921169281
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