The fundamental theorem of asset pricing in the presence of bid-ask and interest rate spreads (Q553523)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5933150
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The fundamental theorem of asset pricing in the presence of bid-ask and interest rate spreads |
scientific article; zbMATH DE number 5933150 |
Statements
The fundamental theorem of asset pricing in the presence of bid-ask and interest rate spreads (English)
0 references
27 July 2011
0 references
fundamental theorem of asset pricing
0 references
proportional transaction costs
0 references
different borrowing and lending rates
0 references
0 references
0 references
0 references
0 references
0 references
0.8721312284469604
0 references
0.8595097064971924
0 references
0.8472625613212585
0 references
0.8394002318382263
0 references
0.833559513092041
0 references
